E-statistics (energy statistics)
Research and software related to E-statistics
Gabor J. Szekely, Bowling Green State University, email: 
Maria L. Rizzo, Bowling Green State University, email: 
Software for R:
energy
This software is distributed under
GNU General
Public License Version 2, or later. See
COPYING for the license.
R: Energy statistics are implemented in the contributed package
energy for R.
R is a free software environment for statistical computing and graphics, available at CRAN.
The
reference manual for energy package in PDF format.
[go to distance correlation]
[go to energy for MATLAB]
Questions or comments on software: Maria Rizzo, email address above
New version energy_1.1-0 released 7-Apr-2008.
Description of energy package
Package: energy
Title: E-statistics (energy statistics)
Version: 1.1-0
Date: 2008-04-07
Author: Maria L. Rizzo and Gabor J. Szekely
Description: E-statistics (energy) tests and statistics for comparing distributions:
multivariate normality,
multivariate k-sample test for equal distributions,
hierarchical clustering by e-distances,
multivariate independence tests,
distance correlation,
goodness-of-fit tests.
Energy-statistics concept based on a generalization of
Newton's potential energy is due to Gabor J. Szekely.
Maintainer: Maria Rizzo <mrizzo@bgnet.bgsu.edu>
Depends: boot
License: GPL (>= 2)
References
- Gabor J. Szekely and Maria L. Rizzo (2009). Brownian Distance
Covariance,
Annals of Applied Statistics Dec. 2009.
Announcement
Preprint (Also see the Discussion and Rejoinder)
- Maria L. Rizzo and Gabor J. Szekely (2010). DISCO Analysis:
A Nonparametric Extension of Analysis of Variance,
Annals of Applied Statistics (in press).
Preprint
- G. J. Szekely, M. L. Rizzo, and N. K. Bakirov (2007).
Measuring and Testing Independence by Correlation of Distances,
Annals of Statistics,
Vol. 35 No. 6, pp. 2769-2794.
http://dx.doi.org/10.1214/009053607000000505.
-
Bakirov, N. K., Rizzo, M. L., and Szekely, G. J. (2006).
A Multivariate Nonparametric Test of Independence,
Journal of Multivariate Analysis
Volume 97, Issue 8 , September 2006, Pages 1742-1756
http://dx.doi.org/10.1016/j.jmva.2005.10.005.
- Szekely, G. J. and Rizzo, M. L. (2005) Hierarchical Clustering
via Joint Between-Within Distances: Extending Ward's Minimum Variance Method,
Journal of Classification, 22(2) 151-183.
http://dx.doi.org/10.1007/s00357-005-0012-9.
- Szekely, G. J. and Rizzo, M. L. (2005) A New Test for
Multivariate Normality,
Journal of Multivariate Analysis,
93/1, 58-80.
http://dx.doi.org/10.1016/j.jmva.2003.12.002.
- Szekely, G. J. and Rizzo, M. L. (2004b) Mean Distance Test of Poisson Distribution,
Statistics and Probability Letters, 67/3, 241-247
http://dx.doi.org/10.1016/j.spl.2004.01.005.
- Rizzo, M. L. (2003) Hierarchical Clustering Based on a Generalized Measure of Homogeneity,
2003 Proceedings of the Joint Statistical Meetings, American Statistical Association, Section for Physical
and Engineering Sciences [CD-ROM], Alexandria, VA: American Statistical Association.
- Szekely, G. J. and Rizzo, M. L. (2004) Testing for Equal
Distributions in High Dimension, InterStat, Nov. (5).
- M. L. Rizzo (2005) Minimum Energy Clustering
Proceedings of Interface/Classification Society of North America,
Joint Annual Meeting, 2005.
- Rizzo, M. L. (2002a). A Test of Homogeneity for Two Multivariate Populations,
2002 Proceedings of the American Statistical Association, Physical and Engineering Sciences Section [CD-ROM], Alexandria, VA: American Statistical Association.
- Rizzo, M. L. (2002b). A New Rotation Invariant Goodness-of-Fit Test,
Ph.D. dissertation, Bowling Green State University.
- Szekely, G. J. (2000) E-statistics: Energy of
Statistical Samples, Bowling Green State University, Department of
Mathematics and Statistics Technical Report No. 03-05.
- Szekely, G. J. (1989) Potential and Kinetic Energy in Statistics,
Lecture Notes, Budapest Institute of Technology (Technical University).
Distance Correlation
The dcov package is now merged into energy version 1.1-0
package, available on CRAN 07-Apr-2008. Please update energy and uninstall dcov.
MATLAB
Some functions in energy have been translated to Matlab.
Minimum energy clustering implemented for Matlab:
elinkage.m,
Example 1,
Example 2.
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