diproperm: An R Package for the DiProPerm Test

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.

Andrew G. Allmon , J.S. Marron , Michael G. Hudgens
2021-08-17

CRAN packages used

diproperm, DWDLargeR, Matrix

CRAN Task Views implied by cited packages

Econometrics, Multivariate, NumericalMathematics

Reuse

Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

Citation

For attribution, please cite this work as

Allmon, et al., "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 = {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}
}