Performs conditional distance covariance with given bandwidth.
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x |
a numeric vector or matrix |
y |
a numeric vector or matrix with compatible dimensions to |
z |
the variable being conditioned. |
width |
a positive value, user-specified |
index |
exponent on Euclidean distance, in (0,2] |
Perform the measurement of the conditional independence between x and y given z with given bandwidth.
cdcov |
conditional distance covariance with given variable |
width |
the bandwidth |
index |
exponent on Euclidean distance, in (0,2] |
Canhong Wen, Wenliang Pan, and Xueqin Wang
Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang(2014). Conditional distance correlation sure independence screening for ultrahigh dimensional data. Submitted to Biostatistics.
cdcor
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