dcor
dcor: distance correlation and related E-statistics in Python.
dcor: distance correlation and related E-statistics in Python.
To install this package, run one of the following:
This package offers functions for calculating several E-statistics such as: - Estimator of the energy distance. - Biased and unbiased estimators of distance covariance and distance correlation. - Estimators of the partial distance covariance and partial distance covariance. It also provides tests based on these E-statistics: - Test of homogeneity based on the energy distance. - Test of independence based on distance covariance.
Summary
dcor: distance correlation and related E-statistics in Python.
Last Updated
Dec 26, 2022 at 21:46
License
MIT
Total Downloads
43.3K
Supported Platforms
GitHub Repository
https://github.com/vnmabus/dcorDocumentation
https://dcor.readthedocs.io/