EnergyStatistics

Energy Statistics (E-Statistics) for Julia.

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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.

Example

using EnergyStatistics

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

dcor(x, y) ≈ 0.374204050