pcov {dcov}

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)