Distance variance and covariance

Description

Distance variance and covariances.

Usage

dvar(x)
dcov(x, y)

Arguments

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)