RcppKgCov {GiniDistance}

Kernel Gini Distance Covariance Statistics

Description

Computes Kernel Gini distance covariance statistics, in which Xs are quantitative, Y are categorical, sigma is kernel standard deviation and return the kernel Gini mean difference.

Usage

  RcppKgCov(x, y, sigma)

Arguments

x

data

y

label of data or univariate response variable

sigma

kernel standard deviation

Details

RcppKgCov compute kernel Gini distance covariance statistics for data. It is Rcpp version of KgCov.

Value

RcppKgCov returns the sample Kernel Gini distance covariance

See Also

gCov gCor dCor

Examples

  n=100
  x<-runif(n)
  y<-c(rep(1,n/2),rep(2,n/2))
  RcppKgCov(x, y, sigma=1)