A Fast Implementation of Distance Covariance
Centering method This method implements the double centering and U-cen...
Distance correlation T-test It uses the result of U-statistic distance...
Distance covariance
Fast distance covariance for two bivariate variables
Marginal distance covariance This function implements the method of ca...
Projection covariance between two random vectors This function impleme...
Partial distance covariance
Permutation test of distance correlation and partial distance correlat...
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>.