dcortools (Q53111)
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Providing Fast and Flexible Functions for Distance Correlation Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | dcortools |
Providing Fast and Flexible Functions for Distance Correlation Analysis |
Statements
Jochen Fiedler
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17 July 2026
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Provides methods for distance covariance and distance correlation (Szekely, et al. (2007) <doi:10.1214/009053607000000505>), generalized version thereof (Sejdinovic, et al. (2013) <doi:10.1214/13-AOS1140>) and corresponding tests (Berschneider, Bottcher (2018) <doi:10.48550/arXiv.1808.07280>. Distance standard deviation methods (Edelmann, et al. (2020) <doi:10.1214/19-AOS1935>) and distance correlation methods for survival endpoints (Edelmann, et al. (2021) <doi:10.1111/biom.13470>) are also included.
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