Skip to content

Florents-Tselai/libxicor

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

5 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

libxicor: Pure C implementation of the XI (ξ) Correlation Coefficient

xi(X,Y) = 0 if and only if the two variables are independent, while xi(X,Y) = 1 if Y is a function of X.

Caution

Contrary to many other correlation coefficients, XI is not symmetric.

The xi correlation (xicor) is based on cross correlation between ranked increments. For a simple explanation see this video

For more info on XI, see the original paper. A New Coefficient of Correlation S. Chatterjee 2020

Usage

C API

A full example of how you can embed libxicor in your application can be found in xicor_example.c:

gcc xicor_example.c -O3 -Wall xicor.c -I. -lm -o xicor_example

About

Pure C implementation of the XI (ξ) Correlation Coefficient

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published