estats (version 1.0)

Energy test of equal univariate distributions: Energy test of equal univariate distributions

Description

Energy test of equal univariate distributions.

Usage

eqdist.etest(y, x, R = 999)

Value

The permutation based p-value.

Arguments

y

A numerical vector or a numerical matrix.

x

A numerical vector or a numerical matrix.

R

The number of permutations to perform.

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris <[e-mail]>.

Details

The test performs the energy test of equal univariate distributions and the p-value is computed via permutations. Both the univariate and multivariate cases are memory-saving, the univariate case is pretty fast, but the multivariate case is not fast enough.

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.

Sejdinovic D., Sriperumbudur B., Gretton A. and Fukumizu, K. (2013). Equivalence of distance-based and RKHS-based statistics in hypothesis testing. The Annals of Statistics, 41(5): 2263--2291.

Szekely G. J. and Rizzo M. L. (2023). The Energy of Data and Distance Correlation. Chapman and Hall/CRC.

Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. https://www.researchgate.net/publication/387583091_Fast_and_light-weight_energy_statistics_using_the_R_package_Rfast

See Also

normal.etest, dcorm

Examples

y <- rnorm(30)
x <- rnorm(40) 
eqdist.etest(y, x, R = 99)