r-dcov

Efficient methods for computing distance covariance and relevant statistics. See Székely et al.(2007) <doi:10.1214/009053607000000505>; Székely and Rizzo (2013) <doi:10.1016/j.jmva.2013.02.012>; Székely and Rizzo (2014) <doi:10.1214/14-AOS1255>; Huo and Székely (2016) <doi:10.1080/00401706.2015.1054435>.