Distance correlation matrix {Rfast2}

Distance correlation matrix

Description

Distance correlation matrix.

Usage

dcora(x)

Arguments

x

A numerical matrix.

Details

The distance correlation matrix is computed.

Value

A matrix with the pairwise distance correlations between all variables in x.

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

cor_test, covar

Examples

x <- as.matrix( iris[1:50, 1:4] )
res <- dcora(x)