pdcov {dcov} | R Documentation |
Partial distance covariance
Description
This method implements the method to compute the value of partial distance covariance proposed by Székely and Rizzo, 2014.
Usage
pdcov(x, y, z, type = c("U", "V"))
pdcor(x, y, z, type = c("U", "V"))
Arguments
x |
the matrix of x |
y |
the matrix of y |
z |
the matrix of z. Given the value of z, pdcov or pdcor between x and y is calcuated. |
type |
"V" or "U", for V- or U-statistics of partial distance covariance or correlation. The default value is "U". |
References
Székely, G. J., & Rizzo, M. L. (2014). Partial distance correlation with methods for dissimilarities. The Annals of Statistics, 42(6), 2382-2412.
Examples
z = matrix(rnorm(400),200,2)
x = matrix(rnorm(400),200,2)*z
y = matrix(rnorm(400),200,2)*z
pdcov(x,y,z)
pdcor(x,y,z)
[Package dcov version 0.1.1 Index]