energy: E-Statistics: Multivariate Inference via the Energy of Data

E-statistics (energy) tests and statistics for multivariate and univariate inference, including distance correlation, one-sample, two-sample, and multi-sample tests for comparing multivariate distributions, are implemented. Measuring and testing multivariate independence based on distance correlation, partial distance correlation, multivariate goodness-of-fit tests, k-groups and hierarchical clustering based on energy distance, testing for multivariate normality, distance components (disco) for non-parametric analysis of structured data, and other energy statistics/methods are implemented.

Package details

AuthorMaria Rizzo [aut, cre], Gabor Szekely [aut]
MaintainerMaria Rizzo <[email protected]>
LicenseGPL (>= 2)
Version1.7-6
URL https://github.com/mariarizzo/energy
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("energy")

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energy documentation built on July 6, 2019, 5:02 p.m.