Energy Statistics (E-Statistics) for Julia.
| Build | Documentation |
|---|---|
 |
 |
This package allows to compute the distance covariance dcov,
distance variance dvar and distance correlation dcor.
See this page for more details and references.
using EnergyStatistics
x = collect(-1:0.01:1)
y = map(x -> x^4 - x^2, x)
dcor(x, y) ≈ 0.374204050