| TwoSampleTest.HD-package {TwoSampleTest.HD} | R Documentation |
A two-sample test for the equality of distributions for high-dimensional data
Description
This package implements four different tests proposed in Cousido-Rocha et al. (2018). These methods test the (global) null hypothesis of equality of the univariate marginals of the p-variate distributions in the two populations. In other words, the null hypothesis is an intersection of the p null hypotheses corresponding to p different two-sample problems. These methods are particularly well suited to the low sample size, high dimensional setting (n << p). The sample size can be as small as 2. The test accounts for the possibility that the p variables in each data set can be weakly dependent. Three of the methods arise from different approaches to estimate the variance of the same statistic. This statistic averages p individual statistics based on comparing the empirical characteristic functions computed from the two samples. The last method is an alternative global test whose statistic averages the p-values derived from applying permutation tests to the individual statistics mentioned above. When the global null hypothesis is rejected such permutation p-values can also be used to identify which variables contribute to this significance. The standardized version of each test statistic and its p-value are computed among other things.
Details
Package ‘TwoSampleTest.HD’
Documentation for package ‘TwoSampleTest.HD’ version 1.2
Package: ‘TwoSampleTest.HD’
Version: 1.2
Maintainer: Marta Cousido Rocha martacousido@uvigo.es
License: GPL-2
Value
‘TwoSampleTest.HD’
Acknowledgements
This work has received financial support of the Call 2015 Grants for PhD contracts for training of doctors of the Ministry of Economy and Competitiveness, co-financed by the European Social Fund (Ref. BES-2015-074958). The authors acknowledge support from MTM2014-55966-P project, Ministry of Economy and Competitiveness, and MTM2017-89422-P project, Ministry of Economy, Industry and Competitiveness, State Research Agency, and Regional Development Fund, UE. The authors also acknowledge the financial support provided by the SiDOR research group through the grant Competitive Reference Group, 2016-2019 (ED431C 2016/040), funded by the “Consellería de Cultura, Educación e Ordenación Universitaria. Xunta de Galicia”.
Author(s)
Cousido Rocha, Marta.
Soage González, José Carlos.
de Uña-Álvarez, Jacobo.
D. Hart, Jeffrey.
References
Cousido-Rocha, M., de Uña-Álvarez J., and Hart, J. (2018). A two-sample test for the equality of distributions for high-dimensional data. Preprint.