距离相关性

DISTANCE CORRELATION 统计基础版

运行 DISTANCE CORRELATION 程序，评估两个随机变量或多元数据之间的依赖关系，并捕捉非线性关系。计算方法是将距离协方差除以变量距离方差的乘积。

注：

用适当的变量名替换变量列表。
** 表示默认选项。

DISTANCE CORRELATION VARIABLE = variable list
[ /ID
   { VARIABLE = varname } ]
[ /CRITERIA
  [ NORMALIZATION ({NONE^**, MINMAX, ZSCORE, ROBUST, LOG}) ]
  [ CILEVEL ({95^**, value}) ]
  [ PERMUTATION
    [ (SEED = {n}
    MAXITERATIONS = {100^**, value}
    SIGNIFICANCELEVEL = {0.05^**, value}) ]
]

[ /PRINT
  [ DETAILS ]
  [ DISTCORRCOEFF ]
  [ CORREST ]
  [ DISTVAR ]
  [ DISTMATRIX
    [ CONFIGURE = {varlist} ]
    [ SAVE= {TRUE, FALSE^**} ]
    [ OUTFILE = {filename} ]
]

[ /PLOT
  [ SCATTERPLOT [(XAXIS = {varname^**}
     YAXIS = {varname^**} ) ]
]