Distance correlation {Rfast}

Distance correlation

Description

Distance correlation.

Usage

dcor(x, y)
bcdcor(x, y)

Arguments

x

A numerical matrix.

y

A numerical matrix.

Details

The distance correlation or the bias corrected distance correlation of two matrices is calculated. The latter one is used for the hypothesis test that the distance correlation is zero (see dcor.ttest).

Value

For the bias corrected distance correlation its value only. For the distance correlation 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)

Manos Papadakis

R implementation and documentation: Michail Tsagris <[e-mail]> and Manos Papadakis <[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

dcov, dcor.ttest, edist

Examples

x <- as.matrix(iris[1:50, 1:4])
y <- as.matrix(iris[51:100, 1:4])
res<-dcor(x, y)
res<-bcdcor(x, y)

x<-y<-NULL