medil.independence_testing.dcov

medil.independence_testing.dcov(samples)

Compute sample distance covariance matrix. :param samples: A \(N \times M\) matrix with \(N\) samples of

\(M\) random variables.

Returns:

A square matrix \(C\), where \(C_{i,j}\) is the sample distance covariance between random variables \(R_i\) and \(R_j\).

Return type:

2d numpy array