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estats (version 1.0)

Distance correlation matrix: Distance correlation matrix

Description

Distance correlation matrix.

Usage

dcorm(x, bc = FALSE)

Value

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.

See Also

dcor

Examples

Run this code
x <- as.matrix( iris[1:50, 1:4] )
res <- dcorm(x)

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