R: Distance variance and covariance

Distance variance and covariance {Rfast} | R Documentation

## Distance variance and covariance

### Description

Distance variance and covariances.

### Usage

    dvar(x)
    dcov(x, y)

### Arguments

`x` | A numerical matrix.
`y` | A numerical matrix.

### Details

The distance variance of a matrix or the distance covariance of two matrices is calculated.

### Value

The distance covariance or distance variance.

### Author(s)

Manos Papadakis

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm95@gmail.com>.

### References

G.J. Szekely, M.L. Rizzo and N. K. Bakirov (2007). Measuring and Testing Independence by Correlation of Distances. Annals of Statistics, 35(6):2769-2794.

### See Also

`dcor, edist`

### Examples

    x <- as.matrix(iris[1:50, 1:4])
    y <- as.matrix(iris[51:100, 1:4])
    res<-dcov(x, y)
    res<-dvar(x)

[Package Rfast version 2.0.0 Index]