dcor version 0.6#
Distance covariance and distance correlation are dependency measures between random vectors introduced in [ASRB07].
This package provide functions for calculating several statistics related with distance covariance and distance correlation, including biased and unbiased estimators of both dependency measures.
Gábor J. Székely, Maria L. Rizzo, and Nail K. Bakirov. Measuring and testing dependence by correlation of distances. The Annals of Statistics, 35(6):2769–2794, 12 2007. URL: http://dx.doi.org/10.1214/009053607000000505, doi:10.1214/009053607000000505.
dcor is developed on Github. Please report issues there as well.