indep.etest {energy}

Energy Statistic Test of Independence

Description

Defunct: use indep.test with method = mvI. Computes a multivariate nonparametric E-statistic and test of independence.

Usage

indep.e(x, y)
indep.etest(x, y, R)

Arguments

x

matrix: first sample, observations in rows

y

matrix: second sample, observations in rows

R

number of replicates

Details

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.

Value

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 \mathcal I

p.value

approximate p-value of the test

data.name

description of data

Author(s)

Maria L. Rizzo [e-mail] and Gabor J. Szekely

References

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