Description
Providing Fast and Flexible Functions for Distance Correlation Analysis.
Description
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.
README.md
dcortools R package #################### by Dominic Edelmann ([email protected]) and Jochen Fiedler
This package provides functionalities for calculating association measures and dependence tests based on distance covariance and distance correlation.