DataSimilarity (version 0.2.0)

LHZStatistic: Calculation of the Li et al. (2022) Empirical Characteristic Distance

Description

The function calculates the Li et al. (2022) empirical characteristic distance

Usage

LHZStatistic(X1, X2)

Value

Returns the calculated value for the empirical characteristic distance

Arguments

X1

First dataset as matrix

X2

Second dataset as matrix

References

Li, X., Hu, W. and Zhang, B. (2022). Measuring and testing homogeneity of distributions by characteristic distance, Statistical Papers 64 (2), 529-556, tools:::Rd_expr_doi("10.1007/s00362-022-01327-7")

Stolte, M., Kappenberg, F., Rahnenführer, J., Bommert, A. (2024). Methods for quantifying dataset similarity: a review, taxonomy and comparison. Statist. Surv. 18, 163 - 298. tools:::Rd_expr_doi("10.1214/24-SS149")

See Also

LHZ

Examples

set.seed(1234)
# Draw some data
X1 <- matrix(rnorm(1000), ncol = 10)
X2 <- matrix(rnorm(1000, mean = 0.5), ncol = 10)
# Calculate LHZ statistic
LHZStatistic(X1, X2)