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pdcor

Fast and Light-Weight Partial Distance Correlation

v1.3 · Mar 26, 2026 · GPL (>= 2)

Description

Fast and memory-less computation of the partial distance correlation for vectors and matrices. Permutation-based and asymptotic hypothesis testing for zero partial distance correlation are also performed. References include: Szekely G. J. and Rizzo M. L. (2014). "Partial distance correlation with methods for dissimilarities". The Annals Statistics, 42(6): 2382--2412. <doi:10.1214/14-AOS1255>. Shen C., Panda S. and Vogelstein J. T. (2022). "The Chi-Square Test of Distance Correlation". Journal of Computational and Graphical Statistics, 31(1): 254--262. <doi:10.1080/10618600.2021.1938585>. Szekely G. J. and Rizzo M. L. (2023). "The Energy of Data and Distance Correlation". Chapman and Hall/CRC. <ISBN:9781482242744>. Kontemeniotis N., Vargiakakis R. and Tsagris M. (2025). On independence testing using the (partial) distance correlation. <doi:10.48550/arXiv.2506.15659>.

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OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

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Dependencies Reverse dependencies dcov rangen Rfast estats pdcor

Version History

4 tracked
updated 1.3 ← 1.2 diff Mar 26, 2026
new 1.2 Mar 10, 2026
updated 1.2 ← 1.0 diff Jul 1, 2025
new 1.0 Feb 24, 2025