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.
Version: | 0.0.2 |
Imports: | Rcpp (≥ 1.0.8) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | testthat (≥ 3.0.0) |
Published: | 2022-03-02 |
Author: | Jonathan Berrisch [aut, cre] |
Maintainer: | Jonathan Berrisch <Jonathan at Berrisch.biz> |
BugReports: | https://github.com/BerriJ/dccpp/issues |
License: | GPL (≥ 3) |
URL: | https://dccpp.berrisch.biz/, https://github.com/BerriJ/dccpp |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
Materials: | README NEWS |
CRAN checks: | dccpp results |
Reference manual: | dccpp.pdf |
Package source: | dccpp_0.0.2.tar.gz |
Windows binaries: | r-devel: dccpp_0.0.2.zip, r-release: dccpp_0.0.2.zip, r-oldrel: dccpp_0.0.2.zip |
macOS binaries: | r-release (arm64): dccpp_0.0.2.tgz, r-oldrel (arm64): dccpp_0.0.2.tgz, r-release (x86_64): dccpp_0.0.2.tgz, r-oldrel (x86_64): dccpp_0.0.2.tgz |
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