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 \(O(n\log n)\)