R: Distance correlation

Distance correlation {Rfast} | R Documentation

## Distance correlation

### Description

Distance correlation.

### Usage

    dcor(x, y)
    bcdcor(x, y)

### Arguments

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

### Details

The distance correlation or the bias corrected distance correlation of two matrices is calculated. The latter one is used for the hypothesis test that the distance correlation is zero (see `dcor.ttest`).

### Value

The value of the distance correlation of the bias corrected distance correlation.

### Author(s)

Manos Papadakis

R implementation and documentation: Michail Tsagris <mtsagris@uoc.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

`dcov, dcor.ttest, edist`

### Examples

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

    x<-y<-NULL

[Package Rfast version 2.0.4 Index]