Package: dccpp 0.1.0

Jonathan Berrisch

dccpp: Fast Computation of Distance Correlations

Fast computation of the distance covariance 'dcov' and distance correlation 'dcor'. The computation cost is only O(n log(n)) for the distance correlation (see Chaudhuri, Hu (2019) <arxiv:1810.11332> <doi:10.1016/j.csda.2019.01.016>). The functions are written entirely in C++ to speed up the computation.

Authors:Jonathan Berrisch [aut, cre]

dccpp_0.1.0.tar.gz
dccpp_0.1.0.tar.gz(r-4.5-noble)dccpp_0.1.0.tar.gz(r-4.4-noble)
dccpp_0.1.0.tgz(r-4.4-emscripten)dccpp_0.1.0.tgz(r-4.3-emscripten)
dccpp.pdf |dccpp.html✨
dccpp/json (API)
NEWS

# Install 'dccpp' in R:
install.packages('dccpp', repos = 'https://cloud.r-project.org')

Bug tracker:https://github.com/berrij/dccpp/issues0 issues

Pkgdown site:https://dccpp.berrisch.biz

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

openblascppopenmp

1.70 score 206 downloads 2 exports 2 dependencies

Last updated 2 years agofrom:8f84491a81. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 20 2025
R-4.5-linux-x86_64OKMar 20 2025
R-4.4-linux-x86_64OKMar 20 2025

Exports:dcordcov

Dependencies:RcppRcppArmadillo

Citation

To cite package ‘dccpp’ in publications use:

Berrisch J (2023). dccpp: Fast Computation of Distance Correlations. R package version 0.1.0, https://CRAN.R-project.org/package=dccpp.

Corresponding BibTeX entry: 

  @Manual{,
    title = {dccpp: Fast Computation of Distance Correlations},
    author = {Jonathan Berrisch},
    year = {2023},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=dccpp},
  }

Readme and manuals

The dccpp R Package

Fast computation of the distance covariance dcov and distance correlation dcor. The computation cost is only O(n log(n)) for the distance correlation (see Chaudhuri, Hu, 2019, arXiv, elsevier). The functions are written entirely in C++ to speed up the computation.

Installation

Install from CRAN
install.packages("dccpp")
Install from GitHub
# install.packages("remotes")
remotes::install_github("BerriJ/dccpp")

Usage

dcov(x, y) # To calculate the distance covariance
dcor(x, y) # To calculate the distance correlation

Contributions and Issues

Feel free to raise an issue if you find something not working properly.

You are also very welcome to contribute to dcccp. Please base your pull requests on the development branch. Note that this package focuses on performance, PR's that improve the performance are particularly welcome.

License

GNU General Public License (≥ 3)