distcorr {mlf}

Distance Correlation

Description

Provides pairwise correlation via distance covariance normalized by distance standard deviation. Allows for non-linear dependencies.

Usage

distcorr(x, y)

Arguments

x, y

numeric vectors of data values

References

Székely GJ, Rizzo ML, Bakirov NK. Measuring and testing dependence by correlation of distances. Ann Stat. 2007. 35(6):2769-2794.

Examples

# Sample data
a <- rnorm(25, 80, 35)
b <- rnorm(25, 100, 50)

mlf::distcorr(a, b)