mlf (version 1.2.1)

distcorr: Distance Correlation

Description

Provides pairwise correlation via distance covariance normalized by distance standard deviation. Allows for non-linear dependencies.

Usage

distcorr(x, y)

Arguments

x, y

numeric vectors of data values

References

Sz<U+00E9>kely GJ, Rizzo ML, Bakirov NK. Measuring and testing dependence by correlation of distances. Ann Stat. 2007. 35(6):2769-2794.

Examples

# NOT RUN {
# Sample data
a <- rnorm(25, 80, 35)
b <- rnorm(25, 100, 50)

mlf::distcorr(a, b)
# }