hhg.example.datagen: A set of example data generators used to demonstrate the HHG test.
Description
Six examples (Circle, Diamond, Parabola, 2Parabolas, W, 4indclouds) are taken from Newton's introduction to the discussion of the Energy test in The Annals of Applied Statistics (2009). These are simple univariate dependence structures (or independence, in the latter case) used to demonstrate the tests of independece.
Usage
hhg.example.datagen(n, example)
Arguments
n
The desired sample size
example
The choice of example
Value
A matrix of two rows is returned, one row per variable. Columns are i.i.d. samples. Given these data, we would like to test whether the two variables are statistically independent. Except for the 4indclouds case, all examples in fact have variables that are dependent.
References
Newton, M.A. (2009). Introducing the discussion paper by Szekely and Rizzo. Annals of applied statistics, 3 (4), 1233-1235.