pdcor: Fast and Light-Weight Partial Distance Correlation

Fast and memory-less computation of the partial distance correlation for vectors and matrices. Permutation-based and asymptotic hypothesis testing for zero partial distance correlation are also performed. References include: Szekely G. J. and Rizzo M. L. (2014). "Partial distance correlation with methods for dissimilarities". The Annals Statistics, 42(6): 2382–2412. <doi:10.1214/14-AOS1255>. Shen C., Panda S. and Vogelstein J. T. (2022). "The Chi-Square Test of Distance Correlation". Journal of Computational and Graphical Statistics, 31(1): 254–262. <doi:10.1080/10618600.2021.1938585>. Szekely G. J. and Rizzo M. L. (2023). "The Energy of Data and Distance Correlation". Chapman and Hall/CRC. <ISBN:9781482242744>. Kontemeniotis N., Vargiakakis R. and Tsagris M. (2025). On independence testing using the (partial) distance correlation. <doi:10.48550/arXiv.2506.15659>.

Version:	1.2
Depends:	R (≥ 4.0)
Imports:	dcov, Rfast, Rfast2, stats
Published:	2025-07-02
DOI:	10.32614/CRAN.package.pdcor
Author:	Michail Tsagris [aut, cre], Nikolaos Kontemeniotis [aut]
Maintainer:	Michail Tsagris <mtsagris at uoc.gr>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	pdcor results

Documentation:

Reference manual:

pdcor.html , pdcor.pdf

Downloads:

Package source:	pdcor_1.2.tar.gz
Windows binaries:	r-devel: pdcor_1.2.zip, r-release: pdcor_1.2.zip, r-oldrel: pdcor_1.2.zip
macOS binaries:	r-release (arm64): pdcor_1.2.tgz, r-oldrel (arm64): pdcor_1.2.tgz, r-release (x86_64): pdcor_1.2.tgz, r-oldrel (x86_64): pdcor_1.2.tgz
Old sources:	pdcor archive

Reverse dependencies:

Reverse imports:

estats

Linking:

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