R: E-statistics: Multivariate Inference via the Energy of Data

energy-package {energy} | R Documentation

## E-statistics: Multivariate Inference via the Energy of Data

### Description

Description: E-statistics (energy) tests and statistics for multivariate and univariate inference, including distance correlation, one-sample, two-sample, and multi-sample tests for comparing multivariate distributions, are implemented. Measuring and testing multivariate independence based on distance correlation, partial distance correlation, multivariate goodness-of-fit tests, clustering based on energy distance, testing for multivariate normality, distance components (disco) for non-parametric analysis of structured data, and other energy statistics/methods are implemented.

### Author(s)

Maria L. Rizzo and Gabor J. Szekely

### References

G. J. Szekely and M. L. Rizzo (2013). Energy statistics: A class of statistics based on distances, Journal of Statistical Planning and Inference, http://dx.doi.org/10.1016/j.jspi.2013.03.018

M. L. Rizzo and G. J. Szekely (2016). Energy Distance, WIRES Computational Statistics, Wiley, Volume 8 Issue 1, 27-38. Available online Dec., 2015, http://dx.doi.org/10.1002/wics.1375.

G. J. Szekely and M. L. Rizzo (2017). The Energy of Data. The Annual Review of Statistics and Its Application 4:447-79. https://www.annualreviews.org/doi/abs/10.1146/annurev-statistics-060116-054026

[Package energy version 1.7-6 Index]