Fast correlation coefficients
Project description
staticrab
A library for fast calculation of various correlation measures. The API is described in the documentation.
The goal of this mini library is not to replace Scipy stack, statsmodels nor PyMC3 but rather to complement them.
Main features
So far, this library implements only one function and that is the fast(ish) calculation of Chatterjee's correlation coefficient.
Chatterjee's correlation coefficient
Chatterjee's correlation coefficient (also called Chatterjee's xi) is a recently proposed correlation coeffient that can be used for testing of nonlinear functional relationships between two variables (viz original paper).
Notes
It requires to have installed the staticrab-backend installed.
pip install staticrab-backend
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