SKK {Domean} | R Documentation |
High-Dimensional Two-Sample Mean Test
Description
Conducts a high-dimensional two-sample mean test using a modified Hotelling's T-squared statistic. This test is suitable for cases where the number of variables \( p \) is larger than the sample size \( n \).
Usage
SKK(X, Y)
Arguments
X |
Matrix representing the first sample (rows are observations, columns are variables). |
Y |
Matrix representing the second sample (rows are observations, columns are variables). |
Details
This function implements a high-dimensional two-sample mean test by adjusting the Hotelling's T-squared statistic. It uses diagonal matrices and a correction factor to handle high-dimensional data.
Value
A list containing:
TSvalue |
The test statistic value. |
pvalue |
The p-value of the test. |
Examples
# Example usage:
set.seed(123)
X <- matrix(rnorm(200), nrow = 10, ncol = 20) # 10 samples, 20 variables
Y <- matrix(rnorm(200, mean = 0.5), nrow = 10, ncol = 20) # Different mean
result <- SKK(X, Y)
print(result)
# Output:
# TSvalue: The test statistic value
# pvalue: The p-value indicating the significance of the test
[Package Domean version 0.1 Index]