distcov.fast: Calculate an unbiased estimate of the squared distance...
In jofie/DistCov: Functions for distance correlations
Description
Usage
Arguments
Details
Value
Description
Calculate an unbiased estimate of the squared distance covariance
Usage
1
distcov.fast(X, Y)
Arguments
X
numeric vector containing samples
Y
numeric vector containing samples
Details
The calculation of this estimate is based on the algorithm in Huo 2014, i.e., it gives an unbiased estimate of the square of the distance covariance. The calculation uses U-statistics and requires only O(n log n) calculations.
Value
double giving the square of the distance covariance
jofie/DistCov documentation built on May 23, 2019, 9:02 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value
Description
Calculate an unbiased estimate of the squared distance covariance
Usage
1 | distcov.fast(X, Y)
|
Arguments
X |
numeric vector containing samples |
Y |
numeric vector containing samples |
Details
The calculation of this estimate is based on the algorithm in Huo 2014, i.e., it gives an unbiased estimate of the square of the distance covariance. The calculation uses U-statistics and requires only O(n log n) calculations.
Value
double giving the square of the distance covariance
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.