Hoeffding's D Measure

Calculate the Hoeffding's D Measure between two time series

We can use this to calculate the Hoeffding's D Measure between two time series.
While X and Y is two N*J matrix, the function will return N Hoeffding's D Measure for each row of two matrix.
Using the traditional way to calculate the Hoeffding's D Measure is too slow to bear. So I have try my best to make this function run fast.
However, i think the code can be faster using GPU implementation. This code can update using the idea of GPU implementation but now i have something else to do and have no time to do this research. If anyone can update this function, please tell me. My e-mail is [e-mail]