LocalCov

is a properly transformed distance matrix

is the second distance matrix properly transformed

is the column-ranking matrix of B.

An auxiliary function that computes all local correlations simultaneously in O(n^2).

internal

Multiscale Graph Correlation (MGC) is a framework developed by Vogelstein et al. (2019) <DOI:10.7554/eLife.41690> that extends global correlation procedures to be multiscale; consequently, MGC tests typically require far fewer samples than existing methods for a wide variety of dependence structures and dimensionalities, while maintaining computational efficiency. Moreover, MGC provides a simple and elegant multiscale characterization of the potentially complex latent geometry underlying the relationship.

Eric Bridgeford

LocalCov: An auxiliary function that computes all local correlations simultaneously in O(n^2).

Description

Usage

Arguments

Value