DataSimilarity

Quantifying Similarity of Datasets and Multivariate Two- And k-Sample Testing

A collection of methods for quantifying the similarity of two or more datasets, many of which can be used for two- or k-sample testing. It provides newly implemented methods as well as wrapper functions for existing methods that enable calling many different methods in a unified framework. The methods were selected from the review and comparison of Stolte et al. (2024) <doi:10.1214/24-SS149>. An empirical comparison of the methods for categorical data was performed in Stolte et al. (2025) <doi:10.17877/DE290R-25572>.

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