dccpp: Fast Computation of Distance Correlations

Fast computation of the distance covariance 'dcov' and distance correlation 'dcor'. The computation cost is only O(n log(n)) for the distance correlation (see Chaudhuri, Hu (2019) <arXiv:1810.11332> <doi:10.1016/j.csda.2019.01.016>). The functions are written entirely in C++ to speed up the computation.

Getting started

Package details

AuthorJonathan Berrisch [aut, cre] (<https://orcid.org/0000-0002-4944-9074>)
MaintainerJonathan Berrisch <Jonathan@Berrisch.biz>
LicenseGPL (>= 3)
URL https://dccpp.berrisch.biz/ https://github.com/BerriJ/dccpp
Package repositoryView on CRAN
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dccpp documentation built on Sept. 27, 2023, 9:08 a.m.