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.


Reference manual

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1.0 by Karl Gregory, 5 years ago

Browse source code at

Authors: Karl Gregory

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on fastclime

See at CRAN