spdCor function

Calculating semi-partial distance correlation of columns of a matrix

Calculating semi-partial distance correlation of two columns of a matrix for Generalized Network-based Dimensionality Reduction and Analysis (GNDA).

The calculation is very slow for large matrices!

spdCor(x)

Arguments

• x: a a numeric matrix, or a numeric data frame

Returns

Semi-partial distance correlation matrix of x.

References

Rizzo M, Szekely G (2021). energy: E-Statistics: Multivariate Inference via the Energy of Data. R package version 1.7-8, <URL: https://CRAN.R-project.org/package=energy>.

Author(s)

Prof. Zsolt T. Kosztyan, Department of Quantitative Methods, Institute of Management, Faculty of Business and Economics, University of Pannonia, Hungary

e-mail: kosztyan.zsolt@gtk.uni-pannon.hu

Examples

# Specification of semi-partial distance correlaction matrix.
x<-matrix(rnorm(36),nrow=6)
spdCor(x)