Description
Power-Enhanced (PE) Tests for High-Dimensional Data.
Description
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>.
README.md
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