rdcor (version 1.0)

Rank distance correlation matrix: Rank distance correlation matrix

Description

Rank distance correlation matrix.

Usage

rdcor.mat(x, B = 1)

Value

A list including:

r

The rank distance correlation matrix.

pvalue

A matrix with the associated p-values, if B>1, otherwise NULL.

Arguments

x

A numerical matrix.

B

The number of permutations to implement to compute the p-value. If B = 1, no p-value is returned.

Author

Michail Tsagris and Nikolaos Kontemeniotis .

R implementation and documentation: Michail Tsagris .

Details

The function computes the rank distance correlation matrix and optionally performs permutation-based hypothesis testing.

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, rdcor.test

Examples

x <- as.matrix(iris[, 1:4])
rdcor.mat(x)