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io.citrine.lolo.stats.correlations

DistanceCorrelation

object DistanceCorrelation

Object for computing distance correlations

See https://en.wikipedia.org/wiki/Distance_correlation Created by maxhutch on 12/23/16.

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  6. def distanceCorrelation[T](x: Seq[T], y: Seq[T], distance: (T, T) ⇒ Double): Double

    Distance correlation function, based on distance covariance

    Distance correlation function, based on distance covariance

    T

    of the sequences

    x

    first sequence

    y

    second sequence

    distance

    function

    returns

    the distance correlation (dCorr)

  7. def distanceCovariance[T](x: Seq[T], y: Seq[T], distance: (T, T) ⇒ Double): Double

    Sample distance covariance

    Sample distance covariance

    T

    of the sequences

    x

    first sequence

    y

    second sequence

    distance

    distance function

    returns

    the sample distance covariance

  8. def doubleCenter[T](x: Seq[T], distance: (T, T) ⇒ Double): DenseMatrix[Double]

    Double centered differnce matrix

    Double centered differnce matrix

    T

    of the sequence

    x

    sequence to take differences of

    distance

    function

    returns

    a double centered distance matrix

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