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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

Metadata

Release files for staticrab 0.0.3

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