eqdist.etest: Energy test of equal univariate distributions

In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

Energy test of equal univariate distributions

Description

Energy test of equal univariate distributions.

Usage

eqdist.etest(y, x, R = 999)

Arguments

y	A numerical vector or a numerical matrix.
x	A numerical vector or a numerical matrix.
R	The number of permutations to perform.

Details

The test performs the energy test of equal univariate distributions and the p-value is computed via permutations. Both the univariate and multivariate cases are memory-saving, the univariate case is pretty fast, but the multivariate case is not fast enough.

Value

The permutation based p-value.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris <[e-mail]>.

References

Szekely G. J. and Rizzo M. L. (2004) Testing for Equal Distributions in High Dimension, InterStat, November (5).

Szekely G. J. (2000) Technical Report 03-05, E-statistics: Energy of Statistical Samples, Department of Mathematics and Statistics, Bowling Green State University.

Sejdinovic D., Sriperumbudur B., Gretton A. and Fukumizu, K. (2013). Equivalence of distance-based and RKHS-based statistics in hypothesis testing. The Annals of Statistics, 41(5): 2263–2291.

Szekely G. J. and Rizzo M. L. (2023). The Energy of Data and Distance Correlation. Chapman and Hall/CRC.

Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. https://www.researchgate.net/publication/387583091_Fast_and_light-weight_energy_statistics_using_the_R_package_Rfast

See Also

normal.etest, dcora

Examples

y <- iris[1:30, 1] 
x <- iris[1:30, 2] 
eqdist.etest(y, x, R = 99)

Rfast2 documentation built on April 11, 2025, 6:15 p.m.