pdcor (version 1.2)

Partial distance correlation: Partial distance correlation

Description

Partial distance correlation.

Usage

pdcor(x, y, z)

Value

The unbiased partial distance correlation.

Arguments

x

A numerical vector or matrix.

y

A numerical vector or matrix.

z

A numerical vector or matrix.

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris .

Details

The unbiased partial distance correlation between x and y conditioning on z is computed. Note: currently, ony two cases are supported, all x, y, and z are vectors or they are all matrices with the same dimensions.

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.test, mpdcor

Examples

x <- iris[, 1]
y <- iris[, 2]
z <- iris[, 3]
pdcor(x, y, z)