R package highD2pop: Two-Sample Tests for Equality of Means in High Dimension. Performs the generalized component test from Gregory et al (2015), as well as the tests from Chen and Qin (2010), Srivastava and Kubokawa (2013), and Cai, Liu, and Xia (2014) for equality of two population mean vectors when the length of the vectors exceeds the sample size.
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Cai, Tony; Liu, Weidong; Xia, Yin: Two-sample covariance matrix testing and support recovery in high-dimensional and sparse settings (2013)
- Chen, Song Xi; Qin, Ying-Li: A two-sample test for high-dimensional data with applications to gene-set testing (2010)
- Hall, Peter; Jing, Bing-Yi; Lahiri, Soumendra Nath: On the sampling window method for long-range dependent data (1998)