This function calculates the distance correlation between two samples x and y.
It is especially useful when x and y have weak linear dependence but strong nonlinear dependence.
For example, if
x = -10:10; x = x'
y = x.^2;
then corr(x,y) is approximately zero. However, the distance correlation between x and y is nearly 0.5.
Note: distance correlation is zero if and only if x and y are statistically independent.
Author: Shen Liu