Description Usage Arguments Details Value
Calculate an unbiased estimate of the squared distance variance
1 | distvar.fast(X)
|
X |
numeric vector containing samples |
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.
double giving the square of the distance covariance
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