TwoSampleTest.HD: A Two-Sample Test for the Equality of Distributions for High-Dimensional Data

For high-dimensional data whose main feature is a large number, p, of variables but a small sample size, the null hypothesis that the marginal distributions of p variables are the same for two groups is tested. We propose a test statistic motivated by the simple idea of comparing, for each of the p variables, the empirical characteristic functions computed from the two samples. If one rejects this global null hypothesis of no differences in distributions between the two groups, a set of permutation p-values is reported to identify which variables are not equally distributed in both groups.

Version: 1.0
Depends: R (≥ 3.5.0)
Published: 2018-11-04
Author: Marta Cousido Rocha [aut, cre], José Carlos Soage González [ctr], Jacobo de Uña Álvarez [aut, ths], Jeffrey D. Hart [aut]
Maintainer: Marta Cousido Rocha <martacousido at uvigo.es>
License: GPL-2
NeedsCompilation: no
CRAN checks: TwoSampleTest.HD results

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Reference manual: TwoSampleTest.HD.pdf
Package source: TwoSampleTest.HD_1.0.tar.gz
Windows binaries: r-devel: TwoSampleTest.HD_1.0.zip, r-release: TwoSampleTest.HD_1.0.zip, r-oldrel: not available
OS X binaries: r-release: TwoSampleTest.HD_1.0.tgz, r-oldrel: not available

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