transport-dependency 0.0.1

A package to compute optimal transport based dependency measures such as the transport correlation

Transport Dependency

This package provides a few simple functions to compute the transport correlation and other optimal transport based dependency measures as defined here: Transport dependency: Optimal transport based dependency measures.

Pip installation

Since the library relies on the Python Optimal Transport package it is necessesary to first install some dependencies separately with the comand:

pip install numpy scipy Cython

You can then install the package by typing:

pip install transport_dependency

Short example

# Compute transport correlation and test for independence
from transport_dependency import tcor, permutation_test
x = [[1, 2, 3],
     [4, 5, 6],
     [7, 8., 9]]
y = [1, 0, 0.3]
res = tcor(x, y)
test = permutation_test(x, y, coef=tcor)
p_val = test["p_val"]

References

[1] . G. Nies, T. Staudt, and A. Munk. Transport dependency: Optimal transport based dependency measures arXiv Preprint, 2021.