mvI {energy} | R Documentation |
Computes a multivariate coefficient of independence.
mvI(x, y)
x |
matrix: first sample, observations in rows |
y |
matrix: second sample, observations in rows |
Computes the coefficient I_n. See mvI.test
and the reference below for more details.
Returns the scalar statistic, independence coefficient I_n.
As of energy-1.1-0,
indep.e
is deprecated and replaced by mvI
.
Maria L. Rizzo mrizzo @ bgnet.bgsu.edu and Gabor J. Szekely gabors @ bgnet.bgsu.edu
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
indep.test
mvI.test
dcov.test
dcov