Distance correlation t-test of multivariate independence for high dimension. C++ version of energy::dcorT.test.
Arguments
- x
\[data.frame(1) | matrix(1)]
A data of the first sample.
- y
\[data.frame(1) | matrix(1)]
A data of the second sample.
Value
returns a list containing
- method
description of test
- statistic
observed value of the test statistic
- parameter
degrees of freedom
- estimate
(bias corrected) squared dCor(x,y)
- p.value
p-value of the t-test
- data.name
description of data
