medil.independence_testing.dcov
- medil.independence_testing.dcov(samples)[source]
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