This repository contains the code (Julia code) implementing the approach described in our JASA paper titled: Restricted Most Powerful Bayesian Test paper (see reference below). We also implement the approach described in RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections (reference below) and other two-sample mean testing approaches.
Zoh, R. S., Sarkar, A., Carroll, R. J., & Mallick, B. K. (2018). A Powerful Bayesian Test for Equality of Means in High Dimensions. Journal of the American Statistical Association, 113(524), 1733–1741. https://doi.org/10.1080/01621459.2017.1371024
Srivastava, R., Li, P., & Ruppert, D. (2016). RAPTT: An exact two-sample test in high dimensions using random projections. Journal of Computational and Graphical Statistics, 25(3), 954-970.
RMPBT.jl is a Julia Module that contains all the necessary functions
RMPBT_Test_function.jl contains a small example illustrating the performance of our proposed approach.