Circular distance correlation between two circular variables: Circular distance correlation between two circular variables
Description
Circular distance correlation between two circular variables.
Usage
circ.dcor(theta, phi, rads = FALSE)
Value
A list including:
dcov
The distance covariance.
dvarX
The distance variance of x.
dvarY
The distance variance of Y.
dcor
The distance correlation.
Arguments
theta
The first cirular variable.
phi
The other cirular variable.
rads
If the data are expressed in rads, then this should be TRUE. If the data are in degrees, then this is FALSE.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
The angular data are transformed to their Euclidean coordinates and then the distance correlation is computed.
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.