indep.etest {energy} R Documentation

## 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 mrizzo@bgsu.edu 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

[Package energy version 1.7-10 Index]