wasserstein_permut {Ecume} R Documentation

## Permutation test based on Wasserstein distance

### Description

Permutation test based on Wasserstein distance

### Usage

wasserstein_permut(
x,
y,
iterations = 10^4,
fast = nrow(x) + nrow(y) > 10^3,
S = NULL,
...
)


### Arguments

 x Samples from the first distribution y Samples from the second distribution. Only used if x is a vector. iterations How many iterations to do to simulate the null distribution. Default to 10^4. fast If true, uses the subwasserstein approximate function. Default to true if there are more than 1,000 samples total. S Number of samples to use in approximate mode. Must be set if fast=TRUE. See subwasserstein. ... Other parameters passed to wasserstein or wasserstein1d

### Value

A list containing the following components:

• statistic the Wasserstein distance between x and y.

• p.value the p-value of the permutation test.

### Examples

 x <- matrix(c(runif(100, 0, 1),
runif(100, -1, 1)),
ncol = 2)
y <- matrix(c(runif(100, 0, 3),
runif(100, -1, 1)),
ncol = 2)
# Set iterations to small number for runtime
# Increase for more accurate results
wasserstein_permut(x, y, iterations = 10^2)


[Package Ecume version 0.9.1 Index]