dCov function

Fast distance covariance matrix

Fast computation of the distance covariance between two matrices with the same number of rows.

dCov(x, y)

Arguments

• x: A matrix with dimensions n*k.
• y: A matrix with dimensions n*l.

Returns

A number representing the distance covariance between x and y

Author(s)

Claus Ekstrom claus@rprimer.dk