2022 // TwoSampleTest.HD: A Two-Sample Test for the Equality of Distributions for High-Dimensional Data


Authors: Marta Cousido Rocha [aut, cre], José Carlos Soage González [ctr], Jacobo de Uña Álvarez [aut, ths], Jeffrey D. Hart [aut]


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.

R Package – Version 1.1

Published: 2022-04-09

Link: https://cran.r-project.org/web/packages/TwoSampleTest.HD/index.html