Energy distance

Calculating energy distance/statistic.

Usage

edistance(X, X_imp, rescale = FALSE)

Arguments

X

a complete original dataset (without missing values).

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.

Value

A numeric value giving the energy distance between the original dataset and the imputed dataset.

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