highDmean - Testing Two-Sample Mean in High Dimension
Implements the high-dimensional two-sample test proposed
by Zhang (2019) <http://hdl.handle.net/2097/40235>. It also
implements the test proposed by Srivastava, Katayama, and Kano
(2013) <doi:10.1016/j.jmva.2012.08.014>. These tests are
particularly suitable to high dimensional data from two
populations for which the classical multivariate Hotelling's
T-square test fails due to sample sizes smaller than
dimensionality. In this case, the ZWL and ZWLm tests proposed
by Zhang (2019) <http://hdl.handle.net/2097/40235>, referred to
as zwl_test() in this package, provide a reliable and powerful
test.