README.md

In jeskowagner/XIM: "Computing the revised Chatterjee’s rank correlation"

XIM

Compute a near-efficient non-parametric correlation coefficient. This work is based on the Chatterjee rank correlation coefficient. However, this implementation by Zhexiao Lin and Fang Han provides an improvement in that it reaches near efficiency.

For details, please check their paper: https://arxiv.org/abs/2108.06828v1

This package is just a wrapper of their scripts provided here: https://sites.stat.washington.edu/people/fanghan/XIMCOR.R

Usage

devtools::install_github("jeskowagner/XIM")
library(XIM)

jeskowagner/XIM documentation built on Feb. 10, 2022, 7:18 p.m.