Providing Fast and Flexible Functions for Distance Correlation Analysis

Documentation for package ‘dcortools’ version 0.1.6

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".