mariarizzo/energy: E-Statistics: Multivariate Inference via the Energy of Data

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, k-groups and hierarchical 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.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version1.7-5
URL https://github.com/mariarizzo/energy
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("mariarizzo/energy")
mariarizzo/energy documentation built on Oct. 30, 2018, 3:15 p.m.