energy-deprecated: Energy Statistic Test of Independence

Description Usage Arguments Details Value Author(s) References Examples

Description

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

Usage

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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 mrizzo @ bgsu.edu 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,
http://dx.doi.org/10.1016/j.jmva.2005.10.005

Examples

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 ## 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)

energy documentation built on Sept. 15, 2017, 1:02 a.m.