matrixCorr 0.12.3
New features
- Distance-correlation API correction:
dcor() now returns
the conventional sample distance correlation (R_n). Previous versions
returned a U-centred bias-corrected squared distance-correlation
statistic. The latter is now exposed as bcdcor(), with
signed finite-sample values preserved. Use
dcor(..., squared = TRUE) for conventional (R_n^2).
- Added
robust_ccc() for pairwise MCD-based robust
concordance correlation. The estimator substitutes joint reweighted
minimum covariance determinant location and scatter estimates into Lin’s
concordance coefficient and exposes alpha,
mcd_nsamp, and seed controls.
robust_ccc() supports the package’s standard matrix,
sparse, and edge-list outputs; error,
complete, and pairwise missing-data modes; and
the shared print(), summary(),
plot(), estimate(), coef(),
tidy(), ci(), and confint()
interfaces.
- Optional paired percentile-bootstrap confidence intervals are
available via
ci = TRUE, with bootstrap success counts
retained in result diagnostics.