Energy distance num drift test #400
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Hi @AntonisCSt , nice distance, I enjoyed reading 🙂 Could you please solve conflicts, so that we can merge the distance? |
emeli-dral
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#378
Added Energy distance proposed by issue 378:
This one was very interesting! It was influenced by Newton's gravitational potential energy, and there is an elegant relation to the notion of potential energy between statistical observations.
While there were a lot of theoretical sources, apart from scipy's library (from which I borrowed the methodology), I could not find many practical ones.
I tested on multiple distributions (drifted cases and non-drifted) and found that the threshold of 0.1 is satisfying.
If you have any other useful resources please let me know :)
Enjoy for now!
sources: wikipedia Energy distance
Scipy library
Energy statistics: A class of statistics based on distances