energy-defunct: Energy Statistic Test of Independence

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

Energy Statistic Test of Independence

Description

Defunct: use indep.test with method = mvI. Computes a multivariate nonparametric E-statistic and test of independence.

Usage

indep.e(x, y)
indep.etest(x, y, R)

Arguments

x	matrix: first sample, observations in rows
y	matrix: second sample, observations in rows
R	number of replicates

Details

Computes the coefficient I_n and performs a nonparametric E-test of independence. The test decision is obtained via bootstrap, with R replicates. The sample sizes (number of rows) of the two samples must agree, and samples must not contain missing values. The statistic E = I^2 is a ratio of V-statistics based on interpoint distances ||x_{i}-y_{j}||. See the reference below for details.

Value

The sample coefficient I is returned by indep.e. The function indep.etest returns a list with class htest containing

method	description of test
statistic	observed value of the coefficient I
p.value	approximate p-value of the test
data.name	description of data

Author(s)

Maria L. Rizzo [e-mail] and Gabor J. Szekely

References

Bakirov, N.K., Rizzo, M.L., and Szekely, G.J. (2006), A Multivariate Nonparametric Test of Independence, Journal of Multivariate Analysis 93/1, 58-80

energy documentation built on Dec. 28, 2022, 1:43 a.m.