Description Usage Arguments Details Value Author(s) References Examples

Deprecated: use `indep.test`

with `method = mvI`

.
Computes a multivariate nonparametric E-statistic and test of independence.

1 2 | ```
indep.e(x, y)
indep.etest(x, y, R)
``` |

`x` |
matrix: first sample, observations in rows |

`y` |
matrix: second sample, observations in rows |

`R` |
number of replicates |

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.

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 |

`p.value` |
approximate p-value of the test |

`data.name` |
description of data |

Maria L. Rizzo mrizzo @ bgsu.edu and Gabor J. Szekely

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,

http://dx.doi.org/10.1016/j.jmva.2005.10.005

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
## Not run:
## independent univariate data
x <- sin(runif(30, 0, 2*pi) * 2)
y <- sin(runif(30, 0, 2*pi) * 4)
indep.etest(x, y, R = 99)
## dependent multivariate data
Sigma <- matrix(c(1, .1, 0, 0 , 1, 0, 0 ,.1, 1), 3, 3)
x <- mvrnorm(30, c(0, 0, 0), diag(3))
y <- mvrnorm(30, c(0, 0, 0), Sigma) * x
indep.etest(x, y, R = 99)
## End(Not run)
``` |

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