rdcor (version 1.0)

Rank distance correlation: Rank distance correlation

Description

Rank distance correlation.

Usage

rdcor(y, x)

Value

A vector with the rank distance correlation().

Arguments

y

A numerical vector.

x

A numerical vector or a numerical matrix.

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris .

Details

This computes the rank distance correlation between y and x, or between y and each column of x.

References

Shi H., Drton M. and Han F. (2022). Distribution-free consistent independence tests via center-outward ranks and signs. Journal of the American Statistical Association, 117(537): 395--410.

Zhang Q. (2025). On the connections between Chatterjee's correlation and rank distance correlation. Journal of Nonparametric Statistics, 1--18.

See Also

rdcor.test, rdcor.mat

Examples

y <- iris[, 1]
x <- matrix( rnorm(150 * 10), ncol = 10 )
rdcor(y, x)