Distance Correlation

dcor(x,y)

Arguments

x

numeric vector

y

numeric vector

Value

Returns a numeric value: the distance correlation between x and y.

Examples

if (FALSE) {

set.seed(1)
x < -rnorm(1000)
y < -x ^ 2

dcor(x, y) # dcor shows dependence between x and y
cor(x, y) # cor does not detect any depencence due to nonlinearity

}