Create Correlation Matrix from corrp inferences — dcor_t_test • corrp

Distance correlation t-test of multivariate independence for high dimension. C++ version of energy::dcorT.test.

Usage

dcor_t_test(x, y)

Arguments

x: [data.frame | matrix]
Data of the first sample.
y: [data.frame | matrix]
Data of the second sample.

Value

[list]
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.