dcov2d {dcov} | R Documentation |
This method implements the fast algorithm proposed by Huo and Székely. The
result of dcov2d
and dcor2d
is same with the result of
energy::dcov2d
and energy::dcor2d
dcov2d(x, y, type = c("V", "U"))
dcor2d(x, y, type = c("V", "U"))
x |
the vector of x |
y |
the vector of y |
type |
"V" or "U", for V- or U-statistics of distance covariance or correlation. The default value is "V". |
Székely, G. J., Rizzo, M. L., & Bakirov, N. K. (2007). Measuring and testing dependence by correlation of distances. The annals of statistics, 35(6), 2769-2794.
Székely, G. J., & Rizzo, M. L. (2013). The distance correlation t-test of independence in high dimension. Journal of Multivariate Analysis, 117, 193-213.
Huo, X., & Székely, G. J. (2016). Fast computing for distance covariance. Technometrics, 58(4), 435-447.
x = rnorm(200)
y = rnorm(200)
dcov2d(x,y)
dcor2d(x,y)