Calculate the energy distance score measuring the statistical
discrepancy between samples x
and y
from two multivariate
distributions.
escore(x, y, scale.x=FALSE, n.cases=NULL, alpha=1, method='cluster')
numeric matrix.
numeric matrix.
logical indicating whether data should be standardized based on x
.
the number of sub-sampled cases; NULL
uses all data.
distance exponent in (0,2]
method used to weight the statistics
Székely, G.J. and M.L. Rizzo, 2004. Testing for equal distributions in high dimension, InterStat, November (5).
Székely, G.J. and M.L. Rizzo, 2013. Energy statistics: statistics based on distances. Journal of Statistical Planning and Inference, 143(8):1249-1272. doi:10.1016/j.jspi.2013.03.018
Rizzo, M.L. and G.L. Székely, 2016. Energy distance. Wiley Interdisciplinary Reviews: Computational Statistics, 8(1):27-38.