Defunct: use indep.test with method = mvI.
Computes a multivariate nonparametric E-statistic and test of independence.
indep.e(x, y)
indep.etest(x, y, R)matrix: first sample, observations in rows
matrix: second sample, observations in rows
number of replicates
The sample coefficient \(\mathcal I\) is returned by indep.e.
The function indep.etest returns a list with class
htest containing
description of test
observed value of the coefficient \(\mathcal I\)
approximate p-value of the test
description of data
Computes the coefficient \(\mathcal I\) and performs a nonparametric
\(\mathcal E\)-test of independence. The test decision is obtained via
bootstrap, with R replicates.
The sample sizes (number of rows) of the two samples must agree, and
samples must not contain missing values. The statistic
\(\mathcal E = n \mathcal I^2\) is a ratio of V-statistics based
on interpoint distances \(\|x_{i}-y_{j}\|\).
See the reference below for details.
Bakirov, N.K., Rizzo, M.L., and Szekely, G.J. (2006), A Multivariate Nonparametric Test of Independence, Journal of Multivariate Analysis 93/1, 58-80