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.
References#
- ASRB07
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.