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Description

Power-Enhanced (PE) Tests for High-Dimensional Data.

Two-sample power-enhanced mean tests, covariance tests, and simultaneous tests on mean vectors and covariance matrices for high-dimensional data. Methods of these PE tests are presented in Yu, Li, and Xue (2022) <doi:10.1080/01621459.2022.2126781>; Yu, Li, Xue, and Li (2022) <doi:10.1080/01621459.2022.2061354>.

PEtests

PEtests - R package

The package implements several two-sample power-enhanced mean tests, covariance tests, and simultaneous tests on mean vectors and covariance matrices for high-dimensional data.

References:

Yu, X., Li, D., and Xue, L. (2022). Fisher’s combined probability test for high-dimensional covariance matrices. Journal of the American Statistical Association, (in press):1–14. DOI: 10.1080/01621459.2022.2126781

Yu, X., Li, D., Xue, L., and Li, R. (2022). Power-enhanced simultaneous test of high-dimensional mean vectors and covariance matrices with application to gene-set testing. Journal of the American Statistical Association, (in press):1–14. DOI: 10.1080/01621459.2022.2061354

Metadata

Version

0.1.0

License

Unknown

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