eqdist.etest {energy}R Documentation

Multisample E-statistic (Energy) Test of Equal Distributions

Description

Performs the nonparametric multisample E-statistic (energy) test for equality of multivariate distributions.

Usage

 eqdist.etest(x, sizes, distance = FALSE, R = 999)
 eqdist.e(x, sizes, distance = FALSE)

Arguments

x data matrix of pooled sample
sizes vector of sample sizes
distance logical: if TRUE, first argument is a distance matrix
R number of bootstrap replicates

Details

The k-sample multivariate E-test of equal distributions is performed. The statistic is computed from the original pooled samples, stacked in matrix x where each row is a multivariate observation, or the corresponding distance matrix. The first sizes[1] rows of x are the first sample, the next sizes[2] rows of x are the second sample, etc.

The test is implemented by nonparametric bootstrap, an approximate permutation test with R replicates. For large samples it is more efficient if x contains the data matrix rather than the distances.

The function eqdist.e returns the test statistic only; it simply passes the arguments through to eqdist.etest with R = 0. For computing the statistic only (no test), ksample.e is usually faster.

The definition of the multisample E-statistic is given in the ksample.e documentation.

Value

A list with class htest containing

method description of test
statistic observed value of the test statistic
p.value approximate p-value of the test
data.name description of data


eqdist.e returns test statistic only.

Note

The pairwise e-distances between samples can be conveniently computed by the edist function, which returns a dist object. The function ksample.e computes the test statistic without storing the distances.

Author(s)

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

References

Szekely, G. J. and Rizzo, M. L. (2004) Testing for Equal Distributions in High Dimension, InterStat, November (5).

Szekely, G. J. (2000) Technical Report 03-05: E-statistics: Energy of Statistical Samples, Department of Mathematics and Statistics, Bowling Green State University.

See Also

ksample.e, edist energy.hclust

Examples

 data(iris)
 
 ## test if the 3 varieties of iris data (d=4) have equal distributions
 eqdist.etest(iris[,1:4], c(50,50,50), R = 199)



[Package energy version 1.1-0 Index]