A Fast Implementation of Distance Covariance

Documentation for package ‘dcov’ version 0.1.1

centering	Centering method This method implements the double centering and U-centering during computing distance covariance.
centering_from_data	Centering method This method implements the double centering and U-centering during computing distance covariance.
dcor	Distance covariance
dcor.test	Permutation test of distance correlation and partial distance correlation
dcor.ttest	Distance correlation T-test It uses the result of U-statistic distance correlation to test independence for high dimensional data
dcor2d	Fast distance covariance for two bivariate variables
dcov	Distance covariance
dcov2d	Fast distance covariance for two bivariate variables
mdcor	Marginal distance covariance This function implements the method of calculating distance covariance between y and each column in x
mdcov	Marginal distance covariance This function implements the method of calculating distance covariance between y and each column in x
pcov	Projection covariance between two random vectors This function implements the projection correlation in Zhu et al.(2017)
pdcor	Partial distance covariance
pdcor.test	Permutation test of distance correlation and partial distance correlation
pdcov	Partial distance covariance