mvI.test {energy}  R Documentation 
Computes the multivariate nonparametric Estatistic and test of independence
based on independence coefficient \mathcal I_n
.
mvI.test(x, y, R)
mvI(x, y)
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 Vstatistics based
on interpoint distances \x_{i}y_{j}\
.
See the reference below for details.
mvI
returns the statistic. mvI.test
returns
a list with class
htest
containing
method 
description of test 
statistic 
observed value of the test statistic 
estimate 

replicates 
replicates of the test statistic 
p.value 
approximate pvalue of the test 
data.name 
description of data 
Historically this is the first energy test of independence. The
distance covariance test dcov.test
, distance correlation
dcor
, and related methods are more recent (2007,2009).
The distance covariance test is faster and has different properties than
mvI.test
. Both methods are based on a population independence coefficient
that characterizes independence and both tests are statistically consistent.
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, 5880,
doi: 10.1016/j.jmva.2005.10.005
indep.test
mvI.test
dcov.test
dcov