dcmatrix |
Calculates distance covariance and distance correlation matrices |

dcorgaussianbiv |
Calculates distance correlation from Pearson correlation under assumption of a bivariate normal distribution |

dcsis |
Performs distance correlation sure independence screening (Li et al. 2012) with some additional options (such as calculating corresponding tests). |

distcor |
Calculates the distance correlation (Szekely et al. 2007; Szekely and Rizzo 2009). |

distcov |
Calculates the distance covariance (Szekely et al. 2007; Szekely and Rizzo 2009). |

distcov.test |
Performs a distance covariance test. |

distsd |
Calculates the distance standard deviation (Edelmann et al. 2020). |

extract_np |
Extract the dimensions of X. |

hsplot |
Plots Pearson/Spearman/Kendall correlation against distance correlation (often resembling a horseshoe(hs)). |

ipcw.dcor |
Calculates an inverse-probability-of-censoring weighted (IPCW) distance correlation based on IPCW U-statistics (Datta et al. 2010). |

ipcw.dcov |
Calculates an inverse-probability-of-censoring weighted (IPCW) distance covariance based on IPCW U-statistics (Datta et al. 2010). |

ipcw.dcov.test |
Performs a permutation test based on the IPCW distance covariance. |

plot.dcmatrix |
Plots a heatmap from a dcmatrix object using the function "pheatmap" from the package "pheatmap". |