High-dimensional low sample size (HDLSS) data sets frequently emerge in many biomedical applications. The direction-projection-permutation (DiProPerm) test is a two-sample hypothesis test for comparing two high-dimensional distributions. The DiProPerm test is exact, i.e., the type I error is guaranteed to be controlled at the nominal level for any sample size, and thus is applicable in the HDLSS setting. This paper discusses the key components of the DiProPerm test, introduces the diproperm R package, and demonstrates the package on a real-world data set.
Econometrics, Multivariate, NumericalMathematics
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For attribution, please cite this work as
Allmon, et al., "The R Journal: diproperm: An R Package for the DiProPerm Test", The R Journal, 2021
BibTeX citation
@article{RJ-2021-072,
author = {Allmon, Andrew G. and Marron, J.S. and Hudgens, Michael G.},
title = {The R Journal: diproperm: An R Package for the DiProPerm Test},
journal = {The R Journal},
year = {2021},
note = {https://doi.org/10.32614/RJ-2021-072},
doi = {10.32614/RJ-2021-072},
volume = {13},
issue = {2},
issn = {2073-4859},
pages = {266-272}
}