GCT.test: Generalized component test

Description

Performs the generalized component test from Gregory et al. (2014) for the equality of two p by 1 population mean vectors given samples of sizes n and m.

Usage

GCT.test(X, Y, r, smoother = "parzen", ntoorderminus = 2)

Arguments

the n by p data matrix for sample one.

the m by p data matrix for sample two.

the lag window size for variance estimation.

smoother

the lag window used in the variance estimation. Possible values are "parzen" and "trapezoid".

ntoorderminus

a value of 0,1, or 2 such that the centering constant will retain terms of order n^(-ntoorderminus). Enter 0 for the moderate-p GCT, and enter 2 for the large-p GCT. A value of 1 may be entered to retain only terms which are O(1/n), appropriate for a size of p between moderate and large.

Value

TSvalue: the unstudentized test statistic.
center: the centering constant for studentizing the test statistic.
var: the estimated variance of the unstudentized test statistic.
T: the studentized test statistic.
smoother: the choice of smoother used.
pvalue: the p-value.

References

Gregory, K., Carroll, R. J., Baladandayuthapani, V. and Lahiri, S. (2015). A two-sample test for equality of means in high dimension. Journal of the American Statistician, to appear

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)
# 	
# 	
# 	GCT.test(X,Y)
# 	
# 	## End(Not run)