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
Shen Liu (2023). Distance correlation (https://www.mathworks.com/matlabcentral/fileexchange/39905-distance-correlation), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
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