dccpp

MaRDI QIDQ113802CRANFDO

Authors Jonathan Berrisch

Last update 27 September 2023

Copyright license GNU General Public License

Software version identifier 0.0.2, 0.1.0

Description

Fast computation of the distance covariance 'dcov' and distance correlation 'dcor'. The computation cost is only O(n log(n)) for the distance correlation (see Chaudhuri, Hu (2019) <arXiv:1810.11332> <doi:10.1016/j.csda.2019.01.016>). The functions are written entirely in C++ to speed up the computation.

Cites work

• A fast algorithm for computing distance correlation
• A fast algorithm for computing distance correlation

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