Description
Two-Sample Test in High Dimensions using Random Projection.
Description
Performs the random projection test (Lopes et al., (2011) <doi:10.48550/arXiv.1108.2401>) for the one-sample and two-sample hypothesis testing problem for equality of means in the high dimensional setting. We are interested in detecting the mean vector in the one-sample problem or the difference between mean vectors in the two-sample problem.