R: Energy Statistic Test of Independence

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 I_n and performs a nonparametric 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 E = 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 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 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,
http://dx.doi.org/10.1016/j.jmva.2005.10.005

[Package energy version 1.7-6 Index]