Invariant and Metric Free Proximities for Data Matching: An R Package

Stefano Iacus, Giuseppe Porro

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Data matching is a typical statistical problem in non experimental and/or observational studies or, more generally, in cross-sectional studies in which one or more data sets are to be compared. Several methods are available in the literature, most of which based on a particular metric or on statistical models, either parametric or nonparametric. In this paper we present two methods to calculate a proximity which have the property of being invariant under monotonic transformations. These methods require at most the notion of ordering. An open-source software in the form of a R package is also presented.

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