r-cran-energy

GNU R package for energy statistics for distribution comparison
  https://cran.r-project.org/package=energy
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The energy package implements E-statistics (energy) tests and statistics for comparing distributions: multivariate normality, multivariate distance components and 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.