pdcor-package

Fast and memory-less computation of the partial distance correlation for vectors and matrices. Permutation-based and asymptotic hypothesis testing for zero partial distance correlation are also performed.

Fast and memory-less computation of the partial distance correlation for vectors and matrices. Permutation-based and asymptotic hypothesis testing for zero partial distance correlation are also performed. References include: Szekely G. J. and Rizzo M. L. (2014). "Partial distance correlation with methods for dissimilarities". The Annals Statistics, 42(6): 2382--2412. <doi:10.1214/14-AOS1255>. Shen C., Panda S. and Vogelstein J. T. (2022). "The Chi-Square Test of Distance Correlation". Journal of Computational and Graphical Statistics, 31(1): 254--262. <doi:10.1080/10618600.2021.1938585>. Szekely G. J. and Rizzo M. L. (2023). "The Energy of Data and Distance Correlation". Chapman and Hall/CRC. <ISBN:9781482242744>. Kontemeniotis N., Vargiakakis R. and Tsagris M. (2025). On independence testing using the (partial) distance correlation. <doi:10.48550/arXiv.2506.15659>.

Michail Tsagris

pdcor

Fast and Light-Weight Partial Distance Correlation

Nikolaos Kontemeniotis

pdcor-package function

Michail Tsagris <a href="/link/mtsagris%40uoc.gr?package=pdcor&version=1.2" data-mini-rdoc="pdcor::mtsagris@uoc.gr">mtsagris@uoc.gr</a> and Nikolaos Kontemeniotis <a href="/link/kontemeniotisn%40gmail.com?package=pdcor&version=1.2" data-mini-rdoc="pdcor::kontemeniotisn@gmail.com">kontemeniotisn@gmail.com</a>.

Author

Michail Tsagris <a href="/link/mtsagris%40uoc.gr?package=pdcor&version=1.2" data-mini-rdoc="pdcor::mtsagris@uoc.gr">mtsagris@uoc.gr</a>.

Maintainers

Fast and Light-Weight Partial Distance Correlation — pdcor-package

Michail Tsagris <a href='mailto:mtsagris@uoc.gr'>mtsagris@uoc.gr</a> and Nikolaos Kontemeniotis <a href='mailto:kontemeniotisn@gmail.com'>kontemeniotisn@gmail.com</a>.

Michail Tsagris <a href='mailto:mtsagris@uoc.gr'>mtsagris@uoc.gr</a>.

Package:	pdcor	Type:
Package	Version:	1.2
Date:	2025-07-03	License:

pdcor-package: Fast and Light-Weight Partial Distance Correlation

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