Description Usage Arguments Value Note References
View source: R/compareInverseWisharts.R
Estimate the energy distance between two samples from matrix variate distributions of equal dimension. Assumes equal sample sizes for each distribution.
1 | calculateEnergyDistance(sample1, sample2)
|
sample1 |
a list of matrix samples from the first matrix variate distribution |
sample1 |
a list of matrix samples from the second matrix variate distribution |
the energy distance
This function is computationally expensive and may take several minutes or longer to run, depending on the size of each sample.
Szekely, G. J., & Rizzo, M. L. (2004). Testing for Equal Distributions in High Dimension. InterStat, 5.
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