gcor 0.1.1

Generalized correlation measures

A Python library for generalized correlation

A Python implementation of generalized correlation measure. For development status and source code, see https://github.com/r-suzuki/gcor-py.

Note that this project is in an early stage of development, so changes may occur frequently.

Installation

PyPI

pip install gcor

GitHub (development version)

pip install git+https://github.com/r-suzuki/gcor-py.git

Examples

Generalized correlation measure takes values in $[0, 1]$ and can capture both linear and nonlinear associations. It naturally handles mixed data types, including numerical and categorical variables.

Scalar example

from gcor import gcor

x = [0, 0, 0, 0, 0, 1, 1, 1, 1, 1]
y = [1, 2, 3, 4, 5, 3, 4, 5, 6, 7]

g = gcor(x, y)
print(g)

0.5345224838248488

Matrix example (mixed numeric and categorical data)

import pandas as pd

df = pd.DataFrame({
    "x": x,
    "y": y,
    "z": ["a", "a", "b", "b", "c", "c", "d", "d", "e", "e"],
})

gmat = gcor(df)
print(gmat)

          x         y         z
x  1.000000  0.534522  0.838289
y  0.534522  1.000000  0.763233
z  0.838289  0.763233  1.000000

Documentation

Method Overview

• English
• Japanese