energy package for R
The energy package for R implements several methods in multivariate analysis and multivariate inference based on the energy distance, which characterizes equality of distributions.
Distance correlation (multivariate independence), disco (nonparametric extension of ANOVA), and goodness-of-fit tests are examples of some of the methods included.
energy is named based on the analogy with potential energy in physics. See the references in the manual for more details.