Welcome to staticrab’s documentation!¶
correlation.py¶
The module for fast correlation computation.
-
staticrab.correlation.chatterjee(x: numpy.ndarray, y: numpy.ndarray) → float[source]¶ Computes the Chatterjee’s correlation measure.
The function computes the Chatterjee’s correlation measure.
- Parameters
x – array of float64
y – array of float64, cannot be constant
- Returns
Chatterjee’s correlation coefficient for x, y
- Return type
float
Examples
>>> a = np.array(range(5), dtype=np.float64) >>> chatterjee(a, a) 0.5 >>> a = np.array(range(2000), dtype=np.float64) >>> chatterjee(a, a) 0.9985007496251874