Metadata-Version: 2.1
Name: dcor
Version: 0.5.1
Summary: dcor: distance correlation and related E-statistics in Python.
Home-page: https://github.com/vnmabus/dcor
Author: Carlos Ramos Carreño
Author-email: vnmabus@gmail.com
License: MIT
Keywords: distance correlation,distance covariance,energy distance,e-statistic,dependency measure,homogeneity
Platform: any
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Requires-Python: >=3.6, <4
Requires-Dist: numpy
Requires-Dist: numba (>=0.51)
Requires-Dist: scipy
Requires-Dist: setuptools

E-statistics are functions of distances between statistical observations
in metric spaces.

Distance covariance and distance correlation are
dependency measures between random vectors introduced in [SRB07]_ with
a simple E-statistic estimator.

This package offers functions for calculating several E-statistics
such as:

- Estimator of the energy distance [SR13]_.
- Biased and unbiased estimators of distance covariance and
  distance correlation [SRB07]_.
- Estimators of the partial distance covariance and partial
  distance covariance [SR14]_.

It also provides tests based on these E-statistics:

- Test of homogeneity based on the energy distance.
- Test of independence based on distance covariance.

References
----------
.. [SR13] Gábor J. Székely and Maria L. Rizzo. Energy statistics: a class of
           statistics based on distances. Journal of Statistical Planning and
           Inference, 143(8):1249 – 1272, 2013.
           URL:
           http://www.sciencedirect.com/science/article/pii/S0378375813000633,
           doi:10.1016/j.jspi.2013.03.018.
.. [SR14]  Gábor J. Székely and Maria L. Rizzo. Partial distance correlation
           with methods for dissimilarities. The Annals of Statistics,
           42(6):2382–2412, 12 2014.
           doi:10.1214/14-AOS1255.
.. [SRB07] Gábor J. Székely, Maria L. Rizzo, and Nail K. Bakirov. Measuring and
           testing dependence by correlation of distances. The Annals of
           Statistics, 35(6):2769–2794, 12 2007.
           doi:10.1214/009053607000000505.



