groc (version 1.0.9)

dcov: Distance covariance matrix.

Description

Compute the distance covariance measure of Szekely, Rizzo, and Bakirov (2007) between two samples. Warning: Only valid to compute the distance covariance for two random variables X and Y. This means that X and Y cannot be random Vectors. If this is the case, consider the package energy.

Usage

dcov(x, y, Cpp = TRUE)

Value

returns the sample distance covariance.

Arguments

x

data of first sample

y

data of second sample

Cpp

logical. If TRUE (the default), computations are performed using a C version of the code.

Author

Martin Bilodeau () and Pierre Lafaye de Micheaux ()

Details

See energy.

References

Szekely, G.J., Rizzo, M.L., and Bakirov, N.K. (2007), Measuring and Testing Dependence by Correlation of Distances, Annals of Statistics, Vol. 35 No. 6, pp. 2769-2794.
tools:::Rd_expr_doi("https://dx.doi.org/10.1214/009053607000000505")

See Also

covrob, corrob

Examples

data(stackloss)
dcov(stackloss$Air.Flow,stackloss$Water.Temp)