dcorgaussianbiv

Calculates distance correlation from Pearson correlation under assumption of a bivariate normal distribution

Provides methods for distance covariance and distance correlation (Szekely, et al. (2007) <doi:10.1214/009053607000000505>), generalized version thereof (Sejdinovic, et al. (2013) <doi:10.1214/13-AOS1140>) and corresponding tests (Berschneider, Bottcher (2018) <doi:10.48550/arXiv.1808.07280>. Distance standard deviation methods (Edelmann, et al. (2020) <doi:10.1214/19-AOS1935>) and distance correlation methods for survival endpoints (Edelmann, et al. (2021) <doi:10.1111/biom.13470>) are also included.

Dominic Edelmann

dcortools

Providing Fast and Flexible Functions for Distance Correlation
Analysis

Jochen Fiedler

dcorgaussianbiv function

<dl><dt>rho</dt>
<dd>Pearson correlation.</dd></dl>

Arguments

Calculates distance correlation from Pearson correlation under assumption of a bivariate normal distribution — dcorgaussianbiv

<dl>

<dt>rho</dt>
<dd>Pearson correlation.</dd>

</dl>

dcorgaussianbiv: Calculates distance correlation from Pearson correlation under assumption of a bivariate normal distribution

Description

Usage

Value

Arguments