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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
Browse package contents
Package details |
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| Author | Jonathan Berrisch [aut, cre] (<https://orcid.org/0000-0002-4944-9074>) |
| Maintainer | Jonathan Berrisch <Jonathan@Berrisch.biz> |
| License | GPL (>= 3) |
| Version | 0.1.0 |
| URL | https://dccpp.berrisch.biz/ https://github.com/BerriJ/dccpp |
| Package repository | View on CRAN |
| Installation |
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