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 or a vector.
`y` | A numerical matrix or a vector.

### Details

The distance variance of a matrix/vector or the distance covariance of two matrices is calculated. For the distance variance of a vector we use the fast method of Huo and Szekely (2016).

### Value

The distance covariance or distance variance.

### Author(s)

Manos Papadakis

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

### References

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

Huo X. and Szekely G. J. (2016). Fast computing for distance covariance. Technometrics, 58(4): 435-447.

### 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[, 1])

[Package Rfast version 2.0.4 Index]