Energy Statistics (E-Statistics) for Julia.
Build | Documentation |
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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