Distance variance and covariance
Distance variance and covariances.
dvar(x) dcov(x, y)
x |
A numerical matrix. |
y |
A numerical matrix. |
The distance variance of a matrix or the distance covariance of two matrices is calculated.
The distance covariance or distance variance.
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<-dcov(x, y) res<-dvar(x)
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