pcov {dcov} | R Documentation |
Projection covariance between two random vectors This function implements the projection correlation in Zhu et al.(2017)
Description
Projection covariance between two random vectors This function implements the projection correlation in Zhu et al.(2017)
Usage
pcov(x, y)
Arguments
x |
the matrix of x |
y |
the matrix of y |
References
Zhu, L., Xu, K., Li, R., & Zhong, W. (2017). Projection correlation between two random vectors. Biometrika, 104(4), 829-843.
Examples
x = matrix(rnorm(200),100,2)
y = matrix(rnorm(200),100,2)
pcov(x,y)
[Package dcov version 0.1.1 Index]