indep.etest {energy} | R Documentation |
Defunct: use indep.test
with method = mvI
.
Computes a multivariate nonparametric E-statistic and test of independence.
indep.e(x, y)
indep.etest(x, y, R)
x |
matrix: first sample, observations in rows |
y |
matrix: second sample, observations in rows |
R |
number of replicates |
Computes the coefficient \mathcal I
and performs a nonparametric
\mathcal E
-test of independence. The test decision is obtained via
bootstrap, with R
replicates.
The sample sizes (number of rows) of the two samples must agree, and
samples must not contain missing values. The statistic
\mathcal E = n \mathcal I^2
is a ratio of V-statistics based
on interpoint distances \|x_{i}-y_{j}\|
.
See the reference below for details.
The sample coefficient \mathcal I
is returned by indep.e
.
The function indep.etest
returns a list with class
htest
containing
method |
description of test |
statistic |
observed value of the coefficient |
p.value |
approximate p-value of the test |
data.name |
description of data |
Maria L. Rizzo mrizzo@bgsu.edu and Gabor J. Szekely
Bakirov, N.K., Rizzo, M.L., and Szekely, G.J. (2006), A Multivariate Nonparametric Test of Independence, Journal of Multivariate Analysis 93/1, 58-80