dcortools

Provides methods for distance covariance and distance correlation (Szekely, et al. (2007) doi:10.1214/009053607000000505), generalized version thereof (Sejdinovic, et al. (2013) doi:10.1214/13-AOS1140) and corresponding tests (Berschneider, Bottcher (2018) doi:10.48550/arXiv.1808.07280). Distance standard deviation methods (Edelmann, et al. (2020) doi:10.1214/19-AOS1935) and distance correlation methods for survival endpoints (Edelmann, et al. (2021) doi:10.1111/biom.13470) are also included.

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