| TR2 {MVTests} | R Documentation |
Robust Hotelling T^2 Test Statistic
Description
Robust Hotelling T^2 Test Statistic for Two Independent Samples in high Dimensional Data
Usage
TR2(x1, x2, alpha = 0.75)
Arguments
x1 |
the data matrix for the first group. It must be matrix or data.frame. |
x2 |
the data matrix for the first group. It must be matrix or data.frame. |
alpha |
numeric parameter controlling the size of the subsets over which the determinant is minimized. Allowed values are between 0.5 and 1 and the default is 0.75. |
Details
TR2 function calculates the robust Hotelling T^2 test statistic for two independent samples in high dimensional data based on the minimum regularized covariance determinant estimators.
Value
a list with 2 elements:
TR2 |
The calculated value of Robust Hotelling T^2 statistic based on MRCD estimations |
Author(s)
Hasan BULUT <hasan.bulut@omu.edu.tr>
References
Bulut, H (2023). A robust Hotelling test statistic for two samples case in high dimensional data. (Unpublished)
Examples
library(rrcov)
x<-mvtnorm::rmvnorm(n=10,sigma=diag(20),mean=rep(0,20))
y<-mvtnorm::rmvnorm(n=10,sigma=diag(20),mean=rep(1,20))
TR2(x1=x,x2=y)