pdcor
Fast and Light-Weight Partial Distance Correlation
Description
Fast and memory-less computation of the partial distance correlation for vectors and matrices. Permutation-based and asymptotic hypothesis testing for zero partial distance correlation are also performed. References include: Szekely G. J. and Rizzo M. L. (2014). "Partial distance correlation with methods for dissimilarities". The Annals Statistics, 42(6): 2382--2412. <doi:10.1214/14-AOS1255>. 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. <doi:10.1080/10618600.2021.1938585>. Szekely G. J. and Rizzo M. L. (2023). "The Energy of Data and Distance Correlation". Chapman and Hall/CRC. <ISBN:9781482242744>. Kontemeniotis N., Vargiakakis R. and Tsagris M. (2025). On independence testing using the (partial) distance correlation. <doi:10.48550/arXiv.2506.15659>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |