dcor.DistanceCovarianceMethod¶
- class DistanceCovarianceMethod(value)[source]¶
Method used for computing the distance covariance.
- __init__()¶
Attributes
AUTO
Try to select the best algorithm.
NAIVE
Use the usual estimator of the distance covariance, which is \(O(n^2)\)
AVL
Use the fast implementation from [BHS16] which is \(O(n\log n)\)
MERGESORT
Use the fast implementation from [BCH19] which is \(O(n\log n)\)