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.


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install.packages("highD2pop")

1.0 by Karl Gregory, 5 years ago


Browse source code at https://github.com/cran/highD2pop


Authors: Karl Gregory


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on fastclime


See at CRAN