pcov {dcov} | R Documentation |
Projection covariance between two random vectors This function implements the projection correlation in Zhu et al.(2017)
pcov(x, y)
x |
the matrix of x |
y |
the matrix of y |
Zhu, L., Xu, K., Li, R., & Zhong, W. (2017). Projection correlation between two random vectors. Biometrika, 104(4), 829-843.
x = matrix(rnorm(200),100,2)
y = matrix(rnorm(200),100,2)
pcov(x,y)