cdcsis (version 1.0)

cdcor: Conditional Distance Correlation with Given Bandwidth

Description

Performs conditional distance correlation with given bandwidth.

Usage

cdcor(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

the conditional distance covariance with given variable z

mcdcov

mean of the conditional distance covariance with given variable z

width

the bandwidth

index

exponent on Euclidean distance, in (0,2]

Details

It performs conditional distance correlation 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.ada, cdcov

Examples

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