escore: Energy distance score

In MBC: Multivariate Bias Correction of Climate Model Outputs

Energy distance score

Description

Calculate the energy distance score measuring the statistical discrepancy between samples x and y from two multivariate distributions.

Usage

escore(x, y, scale.x=FALSE, n.cases=NULL, alpha=1, method='cluster')

Arguments

x	numeric matrix.
y	numeric matrix.
scale.x	logical indicating whether data should be standardized based on x.
n.cases	the number of sub-sampled cases; NULL uses all data.
alpha	distance exponent in (0,2]
method	method used to weight the statistics

References

Székely, G.J. and M.L. Rizzo, 2004. Testing for equal distributions in high dimension, InterStat, November (5).

Székely, G.J. and M.L. Rizzo, 2013. Energy statistics: statistics based on distances. Journal of Statistical Planning and Inference, 143(8):1249-1272. doi:10.1016/j.jspi.2013.03.018

Rizzo, M.L. and G.L. Székely, 2016. Energy distance. Wiley Interdisciplinary Reviews: Computational Statistics, 8(1):27-38.

MBC documentation built on May 3, 2023, 1:16 a.m.