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Fast and memory-less computation of the partial distance correlation for vectors and matrices. Permutation-based and asymptotic hypothesis testing for zero partial distance correlation are also performed. References include: Szekely G. J. and Rizzo M. L. (2014). "Partial distance correlation with methods for dissimilarities". The Annals Statistics, 42(6): 2382–2412. <doi:10.1214/14-AOS1255>. Shen C., Panda S. and Vogelstein J. T. (2022). "The Chi-Square Test of Distance Correlation". Journal of Computational and Graphical Statistics, 31(1): 254–262. <doi:10.1080/10618600.2021.1938585>. Szekely G. J. and Rizzo M. L. (2023). "The Energy of Data and Distance Correlation". Chapman and Hall/CRC. <ISBN:9781482242744>.
| Version: | 1.0 |
| Depends: | R (≥ 4.0) |
| Imports: | dcov, Rfast, Rfast2, stats |
| Published: | 2025-02-25 |
| DOI: | 10.32614/CRAN.package.pdcor |
| Author: | Michail Tsagris [aut, cre], Nikolaos Kontemeniotis [aut] |
| Maintainer: | Michail Tsagris <mtsagris at uoc.gr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | pdcor results |
| Reference manual: | pdcor.pdf |
| Package source: | pdcor_1.0.tar.gz |
| Windows binaries: | r-devel: pdcor_1.0.zip, r-release: pdcor_1.0.zip, r-oldrel: pdcor_1.0.zip |
| macOS binaries: | r-devel (arm64): pdcor_1.0.tgz, r-release (arm64): pdcor_1.0.tgz, r-oldrel (arm64): pdcor_1.0.tgz, r-devel (x86_64): pdcor_1.0.tgz, r-release (x86_64): pdcor_1.0.tgz, r-oldrel (x86_64): pdcor_1.0.tgz |
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