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TwoSampleTest.HD
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Install from CRAN:
install.packages("TwoSampleTest.HD")
Install from Github:
library("remotes")
install_github("cran/TwoSampleTest.HD")
Install by package version:
library("remotes")
install_version("TwoSampleTest.HD", "1.2")
Attach the package and use:
library("TwoSampleTest.HD")
Maintained by
Marta Cousido Rocha
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[Scholar Profile | Author Map]
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First Published: 2018-11-04
Latest Update: 2023-02-27
Description:
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.
How to cite:
Marta Cousido Rocha (2018). TwoSampleTest.HD: A Two-Sample Test for the Equality of Distributions for High-Dimensional Data. R package version 1.2, https://cran.r-project.org/web/packages/TwoSampleTest.HD
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