API List ======== List of functions ----------------- A complete list of all functions provided by dcor. Biased estimators for distance covariance and distance correlation ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ These functions compute the usual (biased) estimators for the distance covariance and distance correlation and their squares. .. autosummary:: :toctree: functions dcor.distance_covariance dcor.distance_covariance_sqr dcor.distance_correlation dcor.distance_correlation_sqr dcor.distance_stats dcor.distance_stats_sqr Unbiased and bias-corrected estimators for distance covariance and distance correlation ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ These functions compute the unbiased estimators for the square of the distance covariance and the bias corrected estimator for the square of the distance correlation. As these estimators are signed, no functions are provided for taking the square root. .. autosummary:: :toctree: functions dcor.u_distance_covariance_sqr dcor.u_distance_correlation_sqr dcor.u_distance_stats_sqr Affinely invariant distance correlation ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ These functions compute the estimators for the affinely invariant distance correlation, a variant of distance correlation that is invariant by invertible affine transformations of the input parameters. .. autosummary:: :toctree: functions dcor.distance_correlation_af_inv_sqr dcor.distance_correlation_af_inv Partial distance covariance and partial distance correlation ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ These functions compute the estimators for the partial distance covariance and partial distance correlation. .. autosummary:: :toctree: functions dcor.partial_distance_covariance dcor.partial_distance_correlation Energy distance ^^^^^^^^^^^^^^^ The following function is an estimator for the energy distance between two random vectors. .. autosummary:: :toctree: functions dcor.energy_distance Homogeneity test ^^^^^^^^^^^^^^^^ The following functions are used to test if random vectors have the same distribution. .. autosummary:: :toctree: functions dcor.homogeneity.energy_test_statistic dcor.homogeneity.energy_test Independence test ^^^^^^^^^^^^^^^^^ The following functions are used to test if two random vectors are independent. .. autosummary:: :toctree: functions dcor.independence.distance_covariance_test dcor.independence.distance_correlation_t_statistic dcor.independence.distance_correlation_t_test Internal computations ^^^^^^^^^^^^^^^^^^^^^ These functions are used for computing the estimators of the squared distance covariance, and are also provided by this package. .. autosummary:: :toctree: functions dcor.double_centered dcor.u_centered dcor.mean_product dcor.u_product dcor.u_projection dcor.u_complementary_projection Compute distance matrices ^^^^^^^^^^^^^^^^^^^^^^^^^ These functions are used for computing distance matrices. .. autosummary:: :toctree: functions dcor.distances.pairwise_distances Compute the same measure between different random variables ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ This function is used to compute a measure such as distance covariance/correlation between different random variables. It will use an optimized implementation (possibly parallelized in multicore machines) when it is available. .. autosummary:: :toctree: functions dcor.rowwise List of classes --------------- A complete list of all classes provided by dcor. .. autosummary:: :toctree: functions dcor.CompileMode dcor.DistanceCovarianceMethod dcor.EstimationStatistic dcor.HypothesisTest dcor.RowwiseMode dcor.Stats