Distance correlation

Versione 1.0.0.0 (1,48 KB) da Shen Liu
Distance correlation calculation
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Aggiornato 18 gen 2013

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This function calculates the distance correlation between two samples x and y.

It is especially useful when x and y have weak linear dependence but strong nonlinear dependence.

For example, if
x = -10:10; x = x'
y = x.^2;
then corr(x,y) is approximately zero. However, the distance correlation between x and y is nearly 0.5.

Note: distance correlation is zero if and only if x and y are statistically independent.

Author: Shen Liu
Date: 18/01/2013
Reference: http://en.wikipedia.org/wiki/Distance_correlation

Cita come

Shen Liu (2025). Distance correlation (https://it.mathworks.com/matlabcentral/fileexchange/39905-distance-correlation), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2012a
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Versione Pubblicato Note della release
1.0.0.0