Partial distance correlation {pdcor}R Documentation

Partial distance correlation

Description

Partial distance correlation.

Usage

pdcor(x, y, z)

Arguments

x

A numerical vector or matrix.

y

A numerical vector or matrix.

z

A numerical vector or matrix.

Details

The unbiased partial distance correlation between x and y conditioning on z is computed. Note: currently, ony two cases are supported, all x, y, and z are vectors or they are all matrices with the same dimensions.

Value

The unbiased partial distance correlation.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

References

Szekely G. J. and Rizzo M. L. (2014). Partial Distance Correlation with Methods for Dissimilarities. The Annals of Statistics, 42(6): 2382–2412.

Szekely G. J. and Rizzo M. L. (2023). The Energy of Data and Distance Correlation. Chapman and Hall/CRC.

Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. https://arxiv.org/abs/2501.02849

See Also

pdcor.test

Examples

x <- iris[, 1]
y <- iris[, 2]
z <- iris[, 3]
pdcor(x, y, z)

[Package pdcor version 1.0 Index]