mvI {energy}R Documentation

Multivariate Independence Coefficient I

Description

Computes a multivariate coefficient of independence.

Usage

    mvI(x, y)

Arguments

x matrix: first sample, observations in rows
y matrix: second sample, observations in rows

Details

Computes the coefficient I_n. See mvI.test and the reference below for more details.

Value

Returns the scalar statistic, independence coefficient I_n.

Note

As of energy-1.1-0, indep.e is deprecated and replaced by mvI.

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]