U_product | R Documentation |
Stand-alone function to compute the inner product in the Hilbert space of U-centered distance matrices, as in the definition of partial distance covariance.
U_product(U, V)
U |
U-centered distance matrix |
V |
U-centered distance matrix |
Note that pdcor
, etc. functions include the centering and
projection operations, so that these stand alone versions are not
needed except in case one wants to check the internal computations.
Exported from U_product.cpp.
U_product
returns the inner product, a scalar.
Maria L. Rizzo mrizzo@bgsu.edu and Gabor J. Szekely
Szekely, G.J. and Rizzo, M.L. (2014),
Partial Distance Correlation with Methods for Dissimilarities,
Annals of Statistics, Vol. 42, No. 6, pp. 2382-2412.
https://projecteuclid.org/euclid.aos/1413810731
x <- iris[1:10, 1:4] y <- iris[11:20, 1:4] M1 <- as.matrix(dist(x)) M2 <- as.matrix(dist(y)) U <- U_center(M1) V <- U_center(M2) U_product(U, V) dcovU_stats(M1, M2)
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