pdcor: Partial distance correlation

In Rfast: A Collection of Efficient and Extremely Fast R Functions

Partial distance correlation

Description

Partial distance correlation.

Usage

pdcor(x, y, z)

Arguments

x	A numerical matrix.
y	A numerical matrix.
z	A numerical matrix.

Details

The partial distance correlation between x and y conditioning on z is computed.

Value

The partial distance correlation

Author(s)

Michail Tsagris.

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

References

Szekely G.J. and Rizzo M.L. (2014). Partial Distance Correlation with Methods for Dissimilarities. Annals of Statistics, 42(6): 2382–2412.

Szekely G. J. and Rizzo M. L. (2023). The Energy of Data and Distance Correlation. Chapman and Hall/CRC.

Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. https://arxiv.org/abs/2501.02849

See Also

dcov, dcor.ttest

Examples

x <- as.matrix(iris[1:50, 1:4])
y <- as.matrix(iris[51:100, 1:4])
z <- as.matrix(iris[101:150, 1:4])
#pdcor(x, y, z)
x <- y <- NULL

Rfast documentation built on April 3, 2025, 11:34 p.m.