Description
E-Statistics: Multivariate Inference via the Energy of Data.
Description
E-statistics (energy) tests and statistics for multivariate and univariate inference, including distance correlation, one-sample, two-sample, and multi-sample tests for comparing multivariate distributions, are implemented. Measuring and testing multivariate independence based on distance correlation, partial distance correlation, multivariate goodness-of-fit tests, k-groups and hierarchical clustering based on energy distance, testing for multivariate normality, distance components (disco) for non-parametric analysis of structured data, and other energy statistics/methods are implemented.
README.md
energy
energy package for R
The energy package for R implements several methods in multivariate analysis and multivariate inference based on the energy distance, which characterizes equality of distributions.
Distance correlation (multivariate independence), disco (nonparametric extension of ANOVA), and goodness-of-fit tests are examples of some of the methods included.
energy is named based on the analogy with potential energy in physics. See the references in the manual for more details.
[]https://cran.r-project.org/package=energy)