Spherical and hyper-spherical distance correlation {Directional}

Spherical and hyper-spherical distance correlation

Description

Spherical and hyper-spherical distance correlation.

Usage

spher.dcor(x, y)

Arguments

x

A matrix with directional data, i.e. unit vectors.

y

A matrix with directional data, i.e. unit vectors.

Details

The distance correlation between two spherical or hyper-spherical variables is computed.

Value

A list including:

dcov

The distance covariance.

dvarX

The distance variance of x.

dvarY

The distance variance of Y.

dcor

The distance correlation.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

G.J. Szekely, M.L. Rizzo and N. K. Bakirov (2007). Measuring and Testing Independence by Correlation of Distances. Annals of Statistics, 35(6):2769-2794.

See Also

circ.dcor

Examples

y <- rvmf(50, rnorm(3), 4)
x <- rvmf(50, rnorm(3), 4)
spher.dcor(x, y)