xicorrelation
Project description
xicorrelation package implements xi correlation formula proposed in https://arxiv.org/pdf/1909.10140.pdf.
It is based off the R code mentioned in the paper: https://statweb.stanford.edu/~souravc/xi.R and R package https://github.com/cran/XICOR
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Simple example
from xicorrelation import xicorr
x = [10, 8, 13, 9, 11, 14, 6, 4, 12, 7, 5]
y = [8.04, 6.95, 7.58, 8.81, 8.33, 9.96, 7.24, 4.26, 10.84, 4.82, 5.68]
# API similar to scipy
xi, pvalue, sd = xicorr(x, y)
print('xi', xi)
print('pvalue', pvalue)
print('sd', sd)Installation
Installation process is simple, just:
$ pip install xicorrelation
Changes
0.2.0 (2022-01-01)
Initial release.
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