Description Usage Arguments Details Value Author(s) References See Also Examples

Distance correlation t-test of multivariate independence.

1 2 | ```
dcor.ttest(x, y, distance=FALSE)
dcor.t(x, y, distance=FALSE)
``` |

`x` |
data or distances of first sample |

`y` |
data or distances of second sample |

`distance` |
logical: TRUE if x and y are distances |

`dcor.ttest`

performs a nonparametric t-test of
multivariate independence in high dimension (dimension is close to
or larger than sample size). The distribution of
the test statistic is approximately Student t with *n(n-3)/2-1*
degrees of freedom and for *n ≥q 10* the statistic is approximately
distributed as standard normal.

The sample sizes (number of rows) of the two samples must
agree, and samples must not contain missing values. Arguments
`x`

, `y`

can optionally be `dist`

objects
or distance matrices (in this case set `distance=TRUE`

).

The t statistic is a transformation of a bias corrected version of distance correlation (see SR 2013 for details).

Large values (upper tail) of the t statistic are significant.

`dcor.t`

returns the t statistic, and
`dcor.ttest`

returns a list with class `htest`

containing

` method` |
description of test |

` statistic` |
observed value of the test statistic |

` parameter` |
degrees of freedom |

` estimate` |
(bias corrected) dCor(x,y) |

` p.value` |
p-value of the t-test |

` data.name` |
description of data |

Maria L. Rizzo mrizzo @ bgsu.edu and Gabor J. Szekely

Szekely, G.J. and Rizzo, M.L. (2013). The distance correlation t-test of independence in high dimension. *Journal of Multivariate Analysis*, Volume 117, pp. 193-213.

http://dx.doi.org/10.1016/j.jmva.2013.02.012

Szekely, G.J., Rizzo, M.L., and Bakirov, N.K. (2007),
Measuring and Testing Dependence by Correlation of Distances,
*Annals of Statistics*, Vol. 35 No. 6, pp. 2769-2794.

http://dx.doi.org/10.1214/009053607000000505

Szekely, G.J. and Rizzo, M.L. (2009),
Brownian Distance Covariance,
*Annals of Applied Statistics*,
Vol. 3, No. 4, 1236-1265.

http://dx.doi.org/10.1214/09-AOAS312

1 2 3 4 5 6 |

mariarizzo/energy documentation built on Oct. 30, 2018, 3:15 p.m.

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