LHZStatistic {DataSimilarity} | R Documentation |
Calculation of the Li et al. (2022) Empirical Characteristic Distance
Description
The function calculates the Li et al. (2022) empirical characteristic distance
Usage
LHZStatistic(X1, X2)
Arguments
X1 |
First dataset as matrix |
X2 |
Second dataset as matrix |
Value
Returns the calculated value for the empirical characteristic distance
References
Li, X., Hu, W. and Zhang, B. (2022). Measuring and testing homogeneity of distributions by characteristic distance, Statistical Papers 64 (2), 529-556, doi:10.1007/s00362-022-01327-7
Stolte, M., Kappenberg, F., Rahnenführer, J., Bommert, A. (2024). Methods for quantifying dataset similarity: a review, taxonomy and comparison. Statist. Surv. 18, 163 - 298. doi:10.1214/24-SS149
See Also
Examples
set.seed(1234)
# Draw some data
X1 <- matrix(rnorm(1000), ncol = 10)
X2 <- matrix(rnorm(1000, mean = 0.5), ncol = 10)
# Calculate LHZ statistic
LHZStatistic(X1, X2)
[Package DataSimilarity version 0.2.0 Index]