highD2pop (version 1.0)

CLX.sim.Covtest: Cai, Liu, and Xia equal means test simulator

Description

Performs the test in Cai, Liu, and Xia (2014) for testing equality of two mean vectors on multiple data sets generated by build2popData, performing on each data set the test for equal covariance matrices found in Cai, Liu, and Xia (2013).

Usage

CLX.sim.Covtest(DATA)

Arguments

DATA

an object returned by build2popData.

Value

TSvalues

values of the test statistic.

pvalues

the p values.

References

Cai, T., Liu, W. and Xia, Y. (2013). Two-sample covariance matrix testing and support recovery. Journal of the American Statistical Association 108, 265277.

Cai, T. T., Liu, W. and Xia, Y. (2014). Two-sample test of high dimensional means under dependence. J. R. Statist. Soc. B.

See Also

CLX.Covtest

Examples

	
## Not run: 
# DATA <-build2popData(	
# 	n = 15,
# 	m = 20,
# 	p = 500,
# 	muX = rep(0,500),
# 	muY = rep(0,500),
# 	commoncov = FALSE,
# 	VarScaleY = 1,
# 	dep = "ARMA",
# 	ARMAparms = list(coefs=list(ma=c(.2,.3) , ar=c(.4,-.1))),
# 	LRparm = .75,
# 	S = 25,
# 	innov = function(n,...) rnorm(n,0,1),
# 	heteroscedastic=TRUE,
# 	het.diag = diag(.1 + rexp(500,1/2))
# 	)	
# CLX.sim.Covtest(DATA)
# 
# ## End(Not run)