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vnmabus / dcor

Distance correlation and related E-statistics in Python
https://dcor.readthedocs.io
MIT License
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Add Multivariate Distance Covariance metric and the corresponding test of independence #62

Open Palash123-4 opened 9 months ago

Palash123-4 commented 9 months ago

As we discussed, I have added the code corresponding to the random projection based multivariate distance covariance, as discussed in https://www.frontiersin.org/articles/10.3389/fams.2021.779841/full. I spent some time regarding how to use the gamma function in the best possible way so that the correct p_value can be calculated. (One need to install the "mpmath" python module for gamma_cdf function, for details: https://mpmath.org/doc/current/functions/expintegrals.html) Please take a look and let me know whether it is working fine or not.

Palash123-4 commented 8 months ago

I found some issues regarding the cyclic recalling of rowwise module in _dcor.py. Maybe you can help me to solve it.

vnmabus commented 5 months ago

Note that the last commit shows a lot of whitespace changes. Please, make sure that your editor is not changing the Unix newlines (LF, or "\n") to Windows ones (CRLF, or "\r\n").

Palash123-4 commented 5 months ago

Note that the last commit shows a lot of whitespace changes. Please, make sure that your editor is not changing the Unix newlines (LF, or "\n") to Windows ones (CRLF, or "\r\n").

I use actually "spyder", not sure why it did happen. But I can use "autopipe" for better indentation if it's necessary. Can you please tell me why am I getting this compilation error?

Palash123-4 commented 2 months ago

Note that the last commit shows a lot of whitespace changes. Please, make sure that your editor is not changing the Unix newlines (LF, or "\n") to Windows ones (CRLF, or "\r\n").

I have removed the white space.