cdcov: Conditional Distance Covariance with Given Bandwidth

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Performs conditional distance covariance with given bandwidth.

Usage

1
cdcov(x, y, z, width, index = 1)

Arguments

x

a numeric vector or matrix

y

a numeric vector or matrix with compatible dimensions to x

z

the variable being conditioned. z is a numeric vector or matrix with compatible dimensions to x

width

a positive value, user-specified

index

exponent on Euclidean distance, in (0,2]

Details

Perform the measurement of the conditional independence between x and y given z with given bandwidth.

Value

cdcov

conditional distance covariance with given variable z; has the same length with z

width

the bandwidth

index

exponent on Euclidean distance, in (0,2]

Author(s)

Canhong Wen, Wenliang Pan, and Xueqin Wang

References

Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang(2014). Conditional distance correlation sure independence screening for ultrahigh dimensional data. Submitted to Biostatistics.

See Also

cdcor

Examples

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 x <- rnorm(100)
 y <- rnorm(100)
 z <- rnorm(100)
 cdcov(x,y,z,0.25)


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