Distance correlation {mvcor} | R Documentation |
Distance correlation.
dcor(y, x)
bcdcor(y, x)
y |
A numerical matrix. |
x |
A numerical matrix. |
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.).
For the bias corrected distance correlation its value only. For the distance correlation a list including:
dcov |
The distance covariance. |
dvarX |
The distance variance of x. |
dvarY |
The distance variance of Y. |
dcor |
The distance correlation. |
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.
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.
dcor( as.matrix(iris[, 1:2]), as.matrix(iris[, 3:4]) )
bcdcor( as.matrix(iris[, 1:2]), as.matrix(iris[, 3:4]) )