getBetween: GET BETWEEN DISTANCE

In ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data

GET BETWEEN DISTANCE

Description

Returns the energy distance between two sets of numerical data.

Usage

getBetween(alpha_, X_, Y_)

Arguments

alpha_	A weighting parameter used for calculating the energy distance. This value should be in (0,2].
X_	A n by d matrix of the n d-dimensional observations.
Y_	A m by d matrix of the m d-dimensional observations.

Details

The matrices X_ and Y_ do not need to have the same number of rows, but they do require the same number of columns.

Value

The returned value is a real number indicating the energy distance between the two data sets.

Author(s)

Nicholas A. James

References

James NA, Matteson DS (2013). A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data.

Nicholas A. James, David S. Matteson (2014). "ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data.", "Journal of Statistical Software, 62(7), 1-25", URL "http://www.jstatsoft.org/v62/i07/"

Rizzo ML, Szekely GL (2005). Hierarchical clustering via joint between-within distances: Extending ward's minimum variance method. Journal of Classification. pp. 151 - 183.

Rizzo ML, Szekely GL (2010). Disco analysis: A nonparametric extension of analysis of variance. The Annals of Applied Statistics. pp. 1034 - 1055.

See Also

e.agglo e.divisive

Examples

set.seed(100)
X = matrix(rnorm(100),ncol=2)
Y = matrix(rnorm(126,1),ncol=2)
alpha = 1
between.distance = getBetween(alpha,X,Y)

ecp documentation built on Sept. 12, 2024, 7:40 a.m.