medil.independence_testing

Independence testing on samples of random variables.

Functions

dcor_test(x_y)

dcov(samples)

Compute sample distance covariance matrix. :param samples: A \(N \times M\) matrix with \(N\) samples of \(M\) random variables. :type samples: 2d numpy array of floats.

estimate_UDG(sample[, method, ...])

xicor_test(x_y)

xicorr(x, y[, ties])

Compute the cross rank increment correlation coefficient xi [1].

Classes

XiCorrResult(correlation, pvalue)