dcor: distance correlation and related E-statistics in Python.
copied from cf-staging / dcorThis 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.