dccpp

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) doi:10.48550/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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