circ.dcor: Circular distance correlation between two circular variables

In Directional: A Collection of Functions for Directional Data Analysis

Circular distance correlation between two circular variables

Description

Circular distance correlation between two circular variables.

Usage

circ.dcor(theta, phi, rads = FALSE)

Arguments

theta	The first cirular variable.
phi	The other cirular variable.
rads	If the data are expressed in rads, then this should be TRUE. If the data are in degrees, then this is FALSE.

Details

The angular data are transformed to their Euclidean coordinates and then the distance correlation is computed.

Value

A list including:

dcov	The distance covariance.
dvarX	The distance variance of x.
dvarY	The distance variance of Y.
dcor	The distance correlation.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

G.J. Szekely, M.L. Rizzo and N. K. Bakirov (2007). Measuring and Testing Independence by Correlation of Distances. Annals of Statistics, 35(6):2769-2794.

See Also

circlin.cor, circ.cor2, spher.dcor

Examples

y <- runif(50, 0, 2 * pi)
x <- runif(50, 0, 2 * pi)
circ.dcor(x, y, rads = TRUE)

Directional documentation built on Oct. 12, 2023, 1:07 a.m.