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highD2pop (version 1.0)

CLX.test.equalcov: Cai, Liu, and Xia equal means test under equal covariances

Description

Performs the test in Cai, Liu, and Xia (2014) for the equality of two p by 1 population mean vectors given samples of sizes n and m when the popoulation covariance matrices can be assumed equal.

Usage

CLX.test.equalcov(X, Y)

Arguments

X
the n by p data matrix for sample one.
Y
the m by p data matrix for sample two.

Value

TSvalue
the value of the test statistic.
pvalue
the two-sided p-value for the test statistic.

References

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

See Also

CLX.sim.equalcov

Examples

Run this code
## Not run: 
# 	
# data(chr1qseg)
# 	
# 	impute <- function(x) 	
# 	{ 	
# 		x[which(is.na(x))] <- mean(x,na.rm=TRUE)
# 		return(x)
# 	}
# 	
# 	X <- apply(chr1qseg$X,2,impute)
# 	Y <- apply(chr1qseg$Y,2,impute)
# 	
# 	CLX.test.equalcov(X,Y)
# 	
# 	## End(Not run)

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