Distance-Correlation Based Methods for Blind Source Separation and Dependence Analysis

Independent component analysis based on distance correlation, including a robust variant using the bowl transformation. The package provides user-facing implementations of distance covariance and distance correlation, including memory-efficient blockwise computations for large data sets. It includes a sequential ICA estimator based on minimizing distance correlation, as well as tools for analyzing serial dependence via distance autocorrelation, dependograms, and permutation-based tests. In addition, it provides functions for testing serial dependence based on distance correlation and the Hilbert–Schmidt independence criterion. The methodology is related to Matteson and Tsay (2017) and to the robust framework of Leyder et al. (2026) .


Reference manual

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install.packages("dcorBSS")

1.0-0 by Klaus Nordhausen, 4 months ago


Browse source code at https://github.com/cran/dcorBSS


Authors: Sarah Leyder [aut] , Klaus Nordhausen [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL (>= 3) license


Imports dccpp, dHSIC, minqa, nloptr, stats, utils, Rcpp

Suggests energy, JADE, robustbase, knitr, rmarkdown

Linking to Rcpp


See at CRAN