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# Xi Correlation by Chatterjee, modified
It detects non-linear correlations including parabolas and waves. The longer the series, the better the results.
Here’s the paper I used. https://arxiv.org/pdf/1909.10140.pdf Here’s the github gist: https://gist.github.com/mandrewstuart/e1c584a36ca5394cc934542731b4d8c2
I modified the unordered equation because the boundaries weren’t working I expected. They are now ‘unordered’: 1 + (len(Y)*numerator)/(4*denominator)
Usage:
>> import modified_xicor as mx
>> x = [1, 2, 3, 4, 5]
>> y = [1, 3, 5, 7, 9]
>> mx.xicor(x, y)
{‘ordered’: float, ‘unordered’: float, ‘len’: int}
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