pdcor (version 1.2)

Many pPartial distance correlations: Many partial distance correlations

Description

Many partial distance correlations.

Usage

mpdcor(y, x, z)

Value

A vector with many unbiased partial distance correlations.

Arguments

y

A numerical vector.

x

A numerical matrix.

z

A numerical vector.

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris .

Details

This computes the unbiased pdcor between y and each column of x, conditional on the vector z.

References

Szekely G. J. and Rizzo M. L. (2014). Partial Distance Correlation with Methods for Dissimilarities. The Annals of Statistics, 42(6): 2382--2412.

Szekely G. J. and Rizzo M. L. (2023). The Energy of Data and Distance Correlation. Chapman and Hall/CRC.

Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. https://arxiv.org/abs/2501.02849

Kontemeniotis N., Vargiakakis R. and Tsagris M. (2025). On independence testing using the (partial) distance correlation. https://arxiv.org/abs/2506.15659v1

See Also

pdcor, mpdcor.test

Examples

y <- iris[, 1]
x <- matrix( rnorm(150 * 10), ncol = 10 )
z <- iris[, 2]
mpdcor(y, x, z)
pdcor(y, x[, 1], z)