energy-package: E-statistics: Multivariate Inference via the Energy of Data

Description Author(s) References


Description: 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, 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.


Maria L. Rizzo and Gabor J. Szekely


G. J. Szekely and M. L. Rizzo (2013). Energy statistics: A class of statistics based on distances, Journal of Statistical Planning and Inference,

M. L. Rizzo and G. J. Szekely (2016). Energy Distance, WIRES Computational Statistics, Wiley, Volume 8 Issue 1, 27-38. Available online Dec., 2015,

G. J. Szekely and M. L. Rizzo (2017). The Energy of Data. The Annual Review of Statistics and Its Application 4:447-79. 10.1146/annurev-statistics-060116-054026

energy documentation built on Aug. 12, 2018, 1:04 a.m.