Energy test of equal univariate distributions {Rfast2} | R Documentation |
Energy test of equal univariate distributions
Description
Energy test of equal univariate distributions.
Usage
eqdist.etest(y, x, R = 999)
Arguments
y |
A numerical vector or a numerical matrix. |
x |
A numerical vector or a numerical matrix. |
R |
The number of permutations to perform. |
Details
The test performs the energy test of equal univariate distributions and the p-value is computed via permutations. Both the univariate and multivariate cases are memory-saving, the univariate case is pretty fast, but the multivariate case is not fast enough.
Value
The permutation based p-value.
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.
Sejdinovic D., Sriperumbudur B., Gretton A. and Fukumizu, K. (2013). Equivalence of distance-based and RKHS-based statistics in hypothesis testing. The Annals of Statistics, 41(5): 2263–2291.
Szekely G. J. and Rizzo M. L. (2023). The Energy of Data and Distance Correlation. Chapman and Hall/CRC.
Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. https://www.researchgate.net/publication/387583091_Fast_and_light-weight_energy_statistics_using_the_R_package_Rfast
See Also
Examples
y <- rnorm(30)
x <- rnorm(40)
eqdist.etest(y, x, R = 99)