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TwoSampleTest.HD: A Two-Sample Test for the Equality of Distributions for High-Dimensional Data

For high-dimensional data whose main feature is a large number, p, of variables but a small sample size, the null hypothesis that the marginal distributions of p variables are the same for two groups is tested. We propose a test statistic motivated by the simple idea of comparing, for each of the p variables, the empirical characteristic functions computed from the two samples. If one rejects this global null hypothesis of no differences in distributions between the two groups, a set of permutation p-values is reported to identify which variables are not equally distributed in both groups.

Version: 1.2
Depends: R (≥ 3.5.0)
Published: 2023-02-27
DOI: 10.32614/CRAN.package.TwoSampleTest.HD
Author: Marta Cousido Rocha [aut, cre], José Carlos Soage González [ctr], Jacobo de Uña Álvarez [aut, ths], Jeffrey D. Hart [aut]
Maintainer: Marta Cousido Rocha <martacousido at uvigo.es>
License: GPL-2
NeedsCompilation: no
CRAN checks: TwoSampleTest.HD results

Documentation:

Reference manual: TwoSampleTest.HD.pdf

Downloads:

Package source: TwoSampleTest.HD_1.2.tar.gz
Windows binaries: r-devel: TwoSampleTest.HD_1.2.zip, r-release: TwoSampleTest.HD_1.2.zip, r-oldrel: TwoSampleTest.HD_1.2.zip
macOS binaries: r-release (arm64): TwoSampleTest.HD_1.2.tgz, r-oldrel (arm64): TwoSampleTest.HD_1.2.tgz, r-release (x86_64): TwoSampleTest.HD_1.2.tgz, r-oldrel (x86_64): TwoSampleTest.HD_1.2.tgz
Old sources: TwoSampleTest.HD archive

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