Distance correlation
Distance correlation.
dcor(x, y) bcdcor(x, y)
x |
A numerical matrix. |
y |
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 (see dcor.ttest).
The value of the distance correlation of the bias corrected distance correlation.
Manos Papadakis
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm95@gmail.com>.
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.
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
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