SKK_sim {highDmean}

Apply the SKK test to multiple simulated two-sample datasets

Description

This function performs the SKK test of Srivastava, Katayama, and Kano(2013) on multiple high-dimensional two-sample datasets. It is useful for Monte Carlo experiments.

Usage

SKK_sim(DATA)

Arguments

DATA

The list of dataset lists generated by buildData.

Value

a dataframe, each row of which reports the values of the SKK test statistics and the p-values.

References

Srivastava, M. S., Katayama, S., and Kano, Y. (2013). A two sample test in high dimensional data. Journal of Multivariate Analysis, 114:349-358.

Examples

# Generate 3 simulated datasets and apply the SKK test
data <- buildData(n = 45, m =60, p = 300,
                 muX = rep(0,300), muY = rep(0,300),
                 dep = 'IND', S = 3, innov = rnorm)
SKK_sim(data)