vnmabus / dcor

Distance correlation and related E-statistics in Python
https://dcor.readthedocs.io
MIT License
144 stars 26 forks source link

Parallelize the permutation test with joblib. #33

Closed lemiceterieux closed 2 years ago

lemiceterieux commented 2 years ago

Hey!

I parallelized the permutation test quite simply with joblib. It should behave similarly as it did before because by default n_jobs=1, so should only be 1 thread/process by default. But for those who want to parallelize can add the n_jobs parameter when they call the permutation functions.

Hopefully this is OK. It works for me.

Cheers, Ameer

vnmabus commented 2 years ago

Please tell me if you can't or don't want to make these changes. I think this is a useful addition, and the changes are small, so I can do them if you won't.