Providing Fast and Flexible Functions for Distance Correlation Analysis

Provides methods for distance covariance and distance correlation (Szekely, et al. (2007) ), generalized version thereof (Sejdinovic, et al. (2013) ) and corresponding tests (Berschneider, Bottcher (2018) . Distance standard deviation methods (Edelmann, et al. (2020) ) and distance correlation methods for survival endpoints (Edelmann, et al. (2021) ) are also included.

dcortools R package #################### by Dominic Edelmann ([email protected]) and Jochen Fiedler

This package provides functionalities for calculating association measures and dependence tests based on distance covariance and distance correlation.