Hypothesis testing for the partial distance correlation {pdcor}R Documentation

Hypothesis testing for the partial distance correlation

Description

Hypothesis testing for the partial distance correlation.

Usage

pdcor.test(x, y, z, type = 1, R = 500)

Arguments

x

A numerical vector or matrix.

y

A numerical vector or matrix.

z

A numerical vector or matrix.

type

In case that all x, y, and z are vectors the user may select the type = 2 which is even faster, but at the expense of requiring more memory.

R

The number of permutations to implement. If R = 1, the the asymptotic p-value is returned only.

Details

Hypothesis testing using 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

A vector with the unbiased partial distance correlation, the permutation based p-value and the asymptotic p-value as proposed by Shen, Panda and Vogelstein (2022).

Author(s)

Michail Tsagris and Nikolaos Kontemeniotis .

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Nikolaos Kontemeniotis kontemeniotisn@gmail.com.

References

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

Shen C., Panda S. and Vogelstein J. T. (2022). The Chi-Square Test of Distance Correlation. Journal of Computational and Graphical Statistics, 31(1): 254–262.

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

Examples

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

[Package pdcor version 1.2 Index]