LocalCovR Documentation

An auxiliary function that computes all local correlations simultaneously in O(n^2).

Description

An auxiliary function that computes all local correlations simultaneously in O(n^2).

Usage

LocalCov(A, B, RX, RY)

Arguments

A

is a properly transformed distance matrix

B

is the second distance matrix properly transformed

RX

is the column-ranking matrix of A

RY

is the column-ranking matrix of B.

Value

covXY is all local covariances computed iteratively.