dcortools: Providing Fast and Flexible Functions for Distance Correlation Analysis

Provides methods for distance covariance and distance correlation (Szekely, et al. (2007) <doi:10.1214/009053607000000505>), generalized version thereof (Sejdinovic, et al. (2013) <doi:10.1214/13-AOS1140>) and corresponding tests (Berschneider, Bottcher (2018) <arXiv:1808.07280>. Distance standard deviation methods (Edelmann, et al. (2020) <doi:10.1214/19-AOS1935>) and distance correlation methods for survival endpoints (Edelmann, et al. (2021) <doi:10.1111/biom.13470>) are also included.

Getting started

Package details

AuthorDominic Edelmann [aut, cre], Jochen Fiedler [aut]
MaintainerDominic Edelmann <dominic.edelmann@dkfz-heidelberg.de>
Package repositoryView on CRAN
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dcortools documentation built on Dec. 10, 2022, 1:09 a.m.