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pdcor  

Fast and Light-Weight Partial Distance Correlation
View on CRAN: Click here


Download and install pdcor package within the R console
Install from CRAN:
install.packages("pdcor")

Install from Github:
library("remotes")
install_github("cran/pdcor")

Install by package version:
library("remotes")
install_version("pdcor", "1.0")



Attach the package and use:
library("pdcor")
Maintained by
Michail Tsagris
[Scholar Profile | Author Map]
First Published: 2025-02-25
Latest Update: 2025-02-25
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>.
How to cite:
Michail Tsagris (2025). pdcor: Fast and Light-Weight Partial Distance Correlation. R package version 1.0, https://cran.r-project.org/web/packages/pdcor. Accessed 07 Apr. 2025.
Previous versions and publish date:
No previous versions
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Complete documentation for pdcor
Functions, R codes and Examples using the pdcor R package
Full pdcor package functions and examples
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