cdcsis (version 1.0)

cdcov: Conditional Distance Covariance with Given Bandwidth

Description

Performs conditional distance covariance with given bandwidth.

Usage

cdcov(x, y, z, width, index = 1)

Arguments

x

a numeric vector or matrix

y

a numeric vector or matrix with compatible dimensions to x

z

the variable being conditioned. z is a numeric vector or matrix with compatible dimensions to x

width

a positive value, user-specified

index

exponent on Euclidean distance, in (0,2]

Value

cdcov

conditional distance covariance with given variable z; has the same length with z

width

the bandwidth

index

exponent on Euclidean distance, in (0,2]

Details

Perform the measurement of the conditional independence between x and y given z with given bandwidth.

References

Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang(2014). Conditional distance correlation sure independence screening for ultrahigh dimensional data. Submitted to Biostatistics.

See Also

cdcor

Examples

# NOT RUN {
 x <- rnorm(100)
 y <- rnorm(100)
 z <- rnorm(100)
 cdcov(x,y,z,0.25)

# }