| Type: | Package |
| Title: | Fast Computation of Distance Correlations |
| Version: | 0.1.0 |
| Date: | 2023-09-27 |
| Description: | Fast computation of the distance covariance 'dcov' and distance correlation 'dcor'. The computation cost is only O(n log(n)) for the distance correlation (see Chaudhuri, Hu (2019) <doi:10.48550/arXiv.1810.11332> <doi:10.1016/j.csda.2019.01.016>). The functions are written entirely in C++ to speed up the computation. |
| License: | GPL (≥ 3) |
| URL: | https://dccpp.berrisch.biz/, https://github.com/BerriJ/dccpp |
| BugReports: | https://github.com/BerriJ/dccpp/issues |
| Encoding: | UTF-8 |
| Imports: | Rcpp (≥ 1.0.8) |
| LinkingTo: | Rcpp, RcppArmadillo |
| RoxygenNote: | 7.2.3 |
| Suggests: | testthat (≥ 3.0.0) |
| Config/testthat/edition: | 3 |
| NeedsCompilation: | yes |
| Packaged: | 2023-09-27 08:04:53 UTC; vscode |
| Author: | Jonathan Berrisch 
[aut, cre] |
| Maintainer: | Jonathan Berrisch <Jonathan@Berrisch.biz> |
| Repository: | CRAN |
| Date/Publication: | 2023-09-27 08:30:07 UTC |
Distance Correlation
Description
Distance Correlation
Usage
dcor(x,y)
Arguments
x |
numeric vector |
y |
numeric vector |
Value
Returns a numeric value: the distance correlation between x and y.
Examples
## Not run:
set.seed(1)
x < -rnorm(1000)
y < -x ^ 2
dcor(x, y) # dcor shows dependence between x and y
cor(x, y) # cor does not detect any depencence due to nonlinearity
## End(Not run)
Distance Covariance
Description
Distance Covariance
Usage
dcov(x,y)
Arguments
x |
numeric vector |
y |
numeric vector |
Details
Implements the algorithm described in Chaudhuri, Hu (2019) doi:10.1016/j.csda.2019.01.016 which only has O(n log(n)) complexity.
Value
Returns a numeric value: the distance covariance between x and y.
Examples
## Not run:
set.seed(1)
x < -rnorm(1000)
y < -x ^ 2
dcov(x, y)
dvov(x, x)
dvov(y, y)
## End(Not run)