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dcora

Distance correlation matrix


Description

Distance correlation matrix.

Usage

dcora(x)

Arguments

x

A numerical matrix.

Details

The distance correlation matrix is computed.

Value

A matrix with the pairwise distance correlations between all variables in x.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.

References

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.

See Also

Examples

x <- as.matrix( iris[1:50, 1:4] )
res <- dcora(x)

Rfast2

A Collection of Efficient and Extremely Fast R Functions II

v0.0.9
GPL (>= 2.0)
Authors
Manos Papadakis, Michail Tsagris, Stefanos Fafalios and Marios Dimitriadis.
Initial release
2021-03-21

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