A matrix with the pairwise squared distance correlations between all variables in x.
Arguments
x
A numerical matrix.
bc
If you want the bias-corrected distance correlation set this equal to TRUE.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
The squared distance correlation matrix 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.