mdm {EDMeasure} | R Documentation |
mdm
measures mutual dependence of all components in X
,
where each component contains one variable (univariate) or more variables (multivariate).
mdm(X, dim_comp = NULL, dist_comp = FALSE, type = "comp_simp")
X |
A matrix or data frame, where rows represent samples, and columns represent variables. |
dim_comp |
The numbers of variables contained by all components in |
dist_comp |
Logical. If |
type |
The type of mutual dependence measures, including
From experiments, |
mdm
returns a list including the following components:
stat |
The value of the mutual dependence measure. |
dist |
The distances between all components from all samples. |
Jin, Z., and Matteson, D. S. (2017). Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence. arXiv preprint arXiv:1709.02532. https://arxiv.org/abs/1709.02532.
# X is a 10 x 3 matrix with 10 samples and 3 variables
X <- matrix(rnorm(10 * 3), 10, 3)
# assume X = (X1, X2) where X1 is 1-dim, X2 is 2-dim
mdm(X, dim_comp = c(1, 2), type = "asym_dcov")
# assume X = (X1, X2) where X1 is 2-dim, X2 is 1-dim
mdm(X, dim_comp = c(2, 1), type = "sym_dcov")
# assume X = (X1, X2, X3) where X1 is 1-dim, X2 is 1-dim, X3 is 1-dim
mdm(X, dim_comp = c(1, 1, 1), type = "comp_simp")