| Type: | Package |
| Title: | Rank Distance Correlation Coefficient |
| Version: | 1.0 |
| Date: | 2025-12-01 |
| Author: | Michail Tsagris [aut, cre] |
| Maintainer: | Michail Tsagris <mtsagris@uoc.gr> |
| Depends: | R (≥ 4.0) |
| Imports: | dcov, Rfast, Rfast2 |
| Description: | The rank distance correlation <doi:10.1080/01621459.2020.1782223> is computed. Included also is a function to perform permutation based testing. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Packaged: | 2025-12-01 19:11:54 UTC; mtsag |
| Repository: | CRAN |
| Date/Publication: | 2025-12-08 08:20:02 UTC |
Rank Distance Correlation Coefficient
Description
The rank distance correlation of Shi H., Drton M. and Han F. (2022) is computed. Included also is a function to perform permutation based testing.
Details
| Package: | rdcor |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2025-12-01 |
| License: | GPL-2 |
Maintainers
Michail Tsagris mtsagris@uoc.gr.
Author(s)
Michail Tsagris mtsagris@uoc.gr.
References
Shi H., Drton M. and Han F. (2022). Distribution-free consistent independence tests via center-outward ranks and signs. Journal of the American Statistical Association, 117(537): 395–410.
Zhang Q. (2025). On the connections between Chatterjee's correlation and rank distance correlation. Journal of Nonparametric Statistics, 1–18.
Permutation-based hypothesis testing for the rank distance correlation
Description
Permutation-based hypothesis testing for the rank distance correlation.
Usage
rdcor.test(y, x, B = 499)
Arguments
y |
A numerical vector. |
x |
A numerical vector or a numerical matrix. |
B |
The number of permutations to implement. |
Details
Permutation-based hypothesis testing between y and x or between y and each column of x is performed.
Value
If x is a vector a vector with the rank distance correlation and the permuation-based p-value. If x is a matrix, this returns a matrix with two columns: the rank distance correlation and the permutation-based p-value.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Shi H., Drton M. and Han F. (2022). Distribution-free consistent independence tests via center-outward ranks and signs. Journal of the American Statistical Association, 117(537): 395–410.
Zhang Q. (2025). On the connections between Chatterjee's correlation and rank distance correlation. Journal of Nonparametric Statistics, 1–18.
See Also
Examples
y <- iris[, 1]
x <- matrix( rnorm(150 * 10), ncol = 10 )
rdcor.test(y, x)
Rank distance correlation
Description
Rank distance correlation.
Usage
rdcor(y, x)
Arguments
y |
A numerical vector. |
x |
A numerical vector or a numerical matrix. |
Details
This computes the rank distance correlation between y and x, or between y and each column of x.
Value
A vector with the rank distance correlation().
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Shi H., Drton M. and Han F. (2022). Distribution-free consistent independence tests via center-outward ranks and signs. Journal of the American Statistical Association, 117(537): 395–410.
Zhang Q. (2025). On the connections between Chatterjee's correlation and rank distance correlation. Journal of Nonparametric Statistics, 1–18.
See Also
Examples
y <- iris[, 1]
x <- matrix( rnorm(150 * 10), ncol = 10 )
rdcor(y, x)
Rank distance correlation matrix
Description
Rank distance correlation matrix.
Usage
rdcor.mat(x, B = 1)
Arguments
x |
A numerical matrix. |
B |
The number of permutations to implement to compute the p-value. If B = 1, no p-value is returned. |
Details
The function computes the rank distance correlation matrix and optionally performs permutation-based hypothesis testing.
Value
A list including:
r |
The rank distance correlation matrix. |
pvalue |
A matrix with the associated p-values, if B>1, otherwise NULL. |
Author(s)
Michail Tsagris and Nikolaos Kontemeniotis .
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Shi H., Drton M. and Han F. (2022). Distribution-free consistent independence tests via center-outward ranks and signs. Journal of the American Statistical Association, 117(537): 395–410.
Zhang Q. (2025). On the connections between Chatterjee's correlation and rank distance correlation. Journal of Nonparametric Statistics, 1–18.
See Also
Examples
x <- as.matrix(iris[, 1:4])
rdcor.mat(x)