dcor-bench.R

require(energy)

# Find correlated pairs of variables
# in a simulated dataset

findCorellations <- function(pairs, n) {
  for(i in 1:pairs) {
      dx <- rnorm(n)
      dy <- rnorm(n)
      dcor <- DCOR(dx, dy) 
      print(dcor$dCor)
  }
}

# Time the calculation for increasing number of
# observations

for(n in c(1000,2000,5000,6000,7000,8000,10000,25000)) {
  cat(sprintf("n = %d\n",n))
  print(system.time(findCorellations(10,n)))
}