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diff --git a/elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/dependence/DistanceCorrelationDependenceMeasureTest.java b/elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/dependence/DistanceCorrelationDependenceMeasureTest.java
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--- /dev/null
+++ b/elki/src/test/java/de/lmu/ifi/dbs/elki/math/statistics/dependence/DistanceCorrelationDependenceMeasureTest.java
@@ -0,0 +1,77 @@
+package de.lmu.ifi.dbs.elki.math.statistics.dependence;
+
+/*
+ This file is part of ELKI:
+ Environment for Developing KDD-Applications Supported by Index-Structures
+
+ Copyright (C) 2015
+ Ludwig-Maximilians-Universität München
+ Lehr- und Forschungseinheit für Datenbanksysteme
+ ELKI Development Team
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU Affero General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ GNU Affero General Public License for more details.
+
+ You should have received a copy of the GNU Affero General Public License
+ along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+import static org.junit.Assert.assertEquals;
+
+import java.util.Arrays;
+
+import org.junit.Test;
+
+import de.lmu.ifi.dbs.elki.JUnit4Test;
+import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.ArrayLikeUtil;
+
+/**
+ * Validate dCor by comparing to output of the official R version.
+ * 
+ * @author Erich Schubert
+ * @since 0.4.0
+ */
+public class DistanceCorrelationDependenceMeasureTest implements JUnit4Test {
+  double[][] data = { //
+  { 1, 2, 3, 4 }, //
+  { 1, 3, 5, 7 }, //
+  { 4, 3, 2, 1 }, //
+  { 1, 4, 2, 3 }, //
+  { 1, 0, 0, 1 }, //
+  { 0, 0, 0, 0 } };
+
+  double[][] R = { //
+  { 1. }, //
+  { 1., 1. }, //
+  { 1., 1., 1. }, //
+  { 0.7337994, 0.7337994, 0.7337994, 1. }, //
+  { 0.5266404, 0.5266404, 0.5266404, 0.5266404, 1 }, //
+  { 0., 0., 0., 0., 0., 0. }, //
+  };
+
+  @Test
+  public void testDistanceCorrelation() {
+    DistanceCorrelationDependenceMeasure dCor = DistanceCorrelationDependenceMeasure.STATIC;
+    for(int i = 0; i < data.length; i++) {
+      for(int j = 0; j <= i; j++) {
+        double dcor = dCor.dependence(data[i], data[j]);
+        assertEquals("dCor does not match for " + i + "," + j, R[i][j], dcor, 1e-7);
+      }
+    }
+    // Bulk computation
+    double[] mat = dCor.dependence(ArrayLikeUtil.DOUBLEARRAYADAPTER, Arrays.asList(data));
+    for(int i = 0, c = 0; i < data.length; i++) {
+      for(int j = 0; j < i; j++) {
+        double co = mat[c++];
+        assertEquals("dCor does not match for " + i + "," + j, R[i][j], co, 1e-7);
+      }
+    }
+  }
+}