Subho07
/ distcorr.py
Created
November 27, 2021 10:14
— forked from wladston/distcorr.py
Distance correlation with p-value
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| from scipy.spatial.distance import pdist, squareform | |
| import numpy as np | |
| import copy | |
| def distcorr(Xval, Yval, pval=True, nruns=500): | |
| """ Compute the distance correlation function, returning the p-value. | |
| Based on Satra/distcorr.py (gist aa3d19a12b74e9ab7941) | |
| >>> a = [1,2,3,4,5] |