dcov | R Documentation |
Distance Covariance
dcov(x,y)
x |
numeric vector |
y |
numeric vector |
Implements the algorithm described in Chaudhuri, Hu (2019) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.csda.2019.01.016")} which only has O(n log(n)) complexity.
Returns a numeric value: the distance covariance between x and y.
## Not run:
set.seed(1)
x < -rnorm(1000)
y < -x ^ 2
dcov(x, y)
dvov(x, x)
dvov(y, y)
## End(Not run)
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