U_product.Rd
Stand-alone function to compute the inner product in the Hilbert space of U-centered distance matrices, as in the definition of partial distance covariance.
U_product(U, V)
Note that pdcor
, etc. functions include the centering and
projection operations, so that these stand alone versions are not
needed except in case one wants to check the internal computations.
Exported from U_product.cpp.
U_product
returns the inner product, a scalar.
Szekely, G.J. and Rizzo, M.L. (2014), Partial Distance Correlation with Methods for Dissimilarities, Annals of Statistics, Vol. 42, No. 6, pp. 2382-2412.