Spherical and hyper-spherical distance correlation: Spherical and hyper-spherical distance correlation
Description
Spherical and hyper-spherical distance correlation.
Usage
spher.dcor(x, y)
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
x
A matrix with directional data, i.e. unit vectors.
y
A matrix with directional data, i.e. unit vectors.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
The distance correlation between two spherical or hyper-spherical variables 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.