Energy test of equality of two distributions {Compositional} | R Documentation |
Energy test of equality of two distributions
Description
Energy test of equality of two distributions.
Usage
eqdist.etest(x, y, R = 999)
Arguments
x |
A matrix with the data of the first sample. |
y |
A matrix with the data of the second sample. |
R |
The number of permutations to apply in order to compute the approximate p-value. |
Details
The energy distance of equality of two distributions is applied. The main advantage of this implementation is that it is light-weight, memory saving, however it works for two distributions only.
Value
The permutation based p-value of the energy test.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Szekely, G. J. and Rizzo, M. L. (2004) Testing for Equal Distributions in High Dimension. InterStat, November (5).
Szekely, G. J. (2000) Technical Report 03-05: E-statistics: Energy of Statistical Samples. Department of Mathematics and Statistics, Bowling Green State University.
See Also
aeqdist.etest, acor, acor.tune, alfa
Examples
x <- as.matrix(iris[1:50, 1:4])
y <- as.matrix(iris[51:100, 1:4])
eqdist.etest(x, y)