dccpp
Fast Computation of Distance Correlations
Fast computation of the distance covariance 'dcov' and distance correlation 'dcor'. The computation cost is only O(n log(n)) for the distance correlation (see Chaudhuri, Hu (2019) <arXiv:1810.11332> <doi:10.1016/j.csda.2019.01.016>). The functions are written entirely in C++ to speed up the computation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
2026-04-09 windows/windows R-4.5 | dccpp_0.1.0.zip |
469.3 KiB |