mvI.test {energy}R Documentation

Energy Statistic Test of Independence

Description

Computes the multivariate nonparametric E-statistic and test of independence based on independence coefficient I_n.

Usage

    mvI.test(x, y, R=199)

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

A list with class htest containing

method description of test
statistic observed value of the test statistic n I_n^2
estimate I_n
replicates replicates of the test statistic
p.value approximate p-value of the test
data.name description of data

Author(s)

Maria L. Rizzo mrizzo @ bgnet.bgsu.edu and Gabor J. Szekely gabors @ bgnet.bgsu.edu

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

See Also

indep.test mvI.test dcov.test dcov


[Package energy version 1.1-0 Index]