RandomProjectionTest - Two-Sample Test in High Dimensions using Random Projection
Performs the random projection test (Lopes et al., (2011)
<doi:10.48550/arXiv.1108.2401>) for the one-sample and
two-sample hypothesis testing problem for equality of means in
the high dimensional setting. We are interested in detecting
the mean vector in the one-sample problem or the difference
between mean vectors in the two-sample problem.