Energy distance

Calculating energy distance/statistic.

Usage

edistance(X, X_imp, rescale = FALSE)

Arguments

X

a complete original dataset

X_imp

an imputed dataset

rescale

a logical, indicating whether the returned value should be rescaled. Default to FALSE. See "details" section for more information.

Details

This function uses the eqdist.e function. According to this implementation, by default, the function returns the energy statistic which is given by $$E(X, Y) = \frac{nm}{n + m} \hat{\varepsilon}{(X, Y)},$$ where \(\hat{\varepsilon}{(X, Y)}\) is the raw energy distance. To obtain raw energy distance use rescale = TRUE.

Examples

X <- matrix(rnorm(100), nrow = 25)
X_imp <- matrix(rnorm(100), nrow = 25)
edistance(X, X_imp)
#> E-statistic 
#>    2.905211