pcov: Projection covariance between two random vectors This...

In dcov: A Fast Implementation of Distance Covariance

Description

Projection covariance between two random vectors This function implements the projection correlation in Zhu et al.(2017)

Usage

pcov(x, y)

Arguments

x	the matrix of x
y	the matrix of y

References

Zhu, L., Xu, K., Li, R., & Zhong, W. (2017). Projection correlation between two random vectors. Biometrika, 104(4), 829-843.

Examples

x = matrix(rnorm(200),100,2)
y = matrix(rnorm(200),100,2)
pcov(x,y)

dcov documentation built on July 1, 2020, 6:20 p.m.