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MESS (version 0.5.12)

dCor: Fast distance correlation matrix

Description

Fast computation of the distance correation matrix between two matrices with the same number of rows. Note that this is not the same as the correlation matrix distance that can be computed with the cmd function.

Usage

dCor(x, y)

Value

A number between 0 and 1 representing the distance covariance between x and y

Arguments

x

A matrix with dimensions n*k.

y

A matrix with dimensions n*l.

Author

Claus Ekstrom <claus@rprimer.dk>