dccpp
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Software:113802
Fast Computation of Distance Correlations
Last update: 27 September 2023
Copyright license: GNU General Public License
Software version identifier: 0.0.2, 0.1.0
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.
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