Many pPartial distance correlations {pdcor}R Documentation

Many partial distance correlations

Description

Many partial distance correlations.

Usage

mpdcor(y, x, z)

Arguments

y

A numerical vector.

x

A numerical matrix.

z

A numerical vector.

Details

This computes the unbiased pdcor between y and each column of x, conditional on the vector z.

Value

A vector with many unbiased partial distance correlations.

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

Kontemeniotis N., Vargiakakis R. and Tsagris M. (2025). On independence testing using the (partial) distance correlation. https://arxiv.org/abs/2506.15659v1

See Also

pdcor, mpdcor.test

Examples

y <- iris[, 1]
x <- matrix( rnorm(150 * 10), ncol = 10 )
z <- iris[, 2]
mpdcor(y, x, z)
pdcor(y, x[, 1], z)

[Package pdcor version 1.2 Index]