Distance correlation matrix
Distance correlation matrix.
dcora(x)
x |
A numerical matrix. |
The distance correlation matrix is computed.
A matrix with the pairwise distance correlations between all variables in x.
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.
x <- as.matrix( iris[1:50, 1:4] ) res <- dcora(x)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.