EnergyStatistics.jl

EnergyStatistics for Julia
Author pfarndt
Popularity
2 Stars
Updated Last
6 Months Ago
Started In
November 2019

EnergyStatistics

Energy Statistics (E-Statistics) for Julia.

Build Documentation
Build Status Docs

This package allows to compute the distance covariance dcov, distance variance dvar and distance correlation dcor. See this page for more details and references.

Example

using EnergyStatistics

x = collect(-1:0.01:1)
y = map(x -> x^4 - x^2, x)

dcor(x, y)  0.374204050