xicorrelation

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  • License: Apache Software License (Apache 2)
  • Author: Nikolay Novik
  • Tags correlation, statistics
  • Requires: Python >=3.6.0
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Project description

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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

https://raw.githubusercontent.com/jettify/xicorrelation/master/docs/anscombe.png

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 spearmanr or kendalltau from scipy
xi, pvalue = xicorr(x, y)
print("xi", xi)
print("pvalue", pvalue)

Installation

Installation process is simple, just:

$ pip install xicorrelation

Changes

0.3.0

  • Rework API do be similar to scipy.

0.2.1

  • Initial release.

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