calculateEnergyDistance: calculateEnergyDistance

Description Usage Arguments Value Note References

View source: R/compareInverseWisharts.R

Description

Estimate the energy distance between two samples from matrix variate distributions of equal dimension. Assumes equal sample sizes for each distribution.

Usage

1
calculateEnergyDistance(sample1, sample2)

Arguments

sample1

a list of matrix samples from the first matrix variate distribution

sample1

a list of matrix samples from the second matrix variate distribution

Value

the energy distance

Note

This function is computationally expensive and may take several minutes or longer to run, depending on the size of each sample.

References

Szekely, G. J., & Rizzo, M. L. (2004). Testing for Equal Distributions in High Dimension. InterStat, 5.


SampleSizeShop/invWishartSum documentation built on Feb. 5, 2022, 5:04 a.m.