Skip to main content

dcor: distance correlation and distance covariance in Python.

Project description

Distance covariance and distance correlation are dependency measures between random vectors introduced in [SRB07].

This package offers functions for calculating several statistics related with distance covariance and distance correlation, including biased and unbiased estimators of both dependency measures.



Gábor J. Székely, Maria L. Rizzo, and Nail K. Bakirov. Measuring and testing dependence by correlation of distances. The Annals of Statistics, 35(6):2769–2794, 12 2007. doi:10.1214/009053607000000505.

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

dcor-0.1.2.tar.gz (8.7 kB view hashes)

Uploaded Source

Built Distribution

dcor-0.1.2-py2.py3-none-any.whl (9.5 kB view hashes)

Uploaded Python 2 Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page