New correlation function on the block!
Project description
# 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}
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Hashes for modified_xicor-0.3.0-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 94c4a4ad595e18653208f01f11ea5c5acf655dc697e9a71312310e4baf80b866 |
|
MD5 | ae0c9fc3ff1c7d291580a8bbaebae197 |
|
BLAKE2b-256 | 46ae1bacd760fb44892d7782ff3d7da18cc7b66285f4e13ffb8506bffe608a3e |