dCor {nda} | R Documentation |
Calculating distance correlation of two vectors or columns of a matrix
Description
Calculating distance correlation of two vectors or columns of a matrix for Generalized Network-based Dimensionality Reduction and Analysis (GNDA).
The calculation is very slow for large matrices!
Usage
dCor(x,y=NULL)
Arguments
x |
a numeric vector, a numeric matrix (in this case y=NULL), or a numeric data frame (in this case y=NULL) |
y |
a numeric vector (optional) |
Details
If x
is a numeric vector, y
must be specified. If x is a numeric matrix or numeric data frame, y must be ignored from the parameters.
Value
Either a distance correlation value of vectors x
and y
, or a distance correlation matrix of x
.
Author(s)
Prof. Zsolt T. Kosztyan, Department of Quantitative Methods, Institute of Management, Faculty of Business and Economics, University of Pannonia, Hungary
e-mail: kosztyan.zsolt@gtk.uni-pannon.hu
References
Rizzo M, Szekely G (2021). _energy: E-Statistics: Multivariate Inference via the Energy of Data_. R package version 1.7-8, <URL: https://CRAN.R-project.org/package=energy>.
Examples
# Specification of distance correlation value of vectors x and y.
x<-rnorm(36)
y<-rnorm(36)
dCor(x,y)
# Specification of distance correlaction matrix.
x<-matrix(rnorm(36),nrow=6)
dCor(x)