math/doc/statistics
Matt Borland e5eae18f14
Chatterjee Correlation Coefficient (#770)
* Implement rank vector

[ci skip]

* Add documentation. Admittedly terrible.

* Add unit tests.

* Cleanup method of detecting if execution policies are valid or not

[ci skip]

* Implement and test chatterjee correlation

[ci skip]

* Add spot checks and special handling for constant Y

[ci skip]

* Add performance file

[ci skip]

* Add execution policy support to rank

[ci skip]

* Remove duplicates from v when generating the order vector

[ci skip]

* Fix macro error for use of <execution>

[ci skip]

* Use explicit types instead of auto to avoid warnings 

[ci skip]

* Add execution policy testing to rank

[ci skip]

* Add threaded implementation

[ci skip]

* Added threaded testing

* Fix formatting and ASCII issues in test

* Fix more ASCII issues

* refactoring

* Fix threaded impl

* Remove non-ASCII apostrophe

[ci skip]

* Doc fixes and add test comparing generally to paper values

* Significantly tighten tolerance around expected values from paper

* Change tolerance for sin comparison

Co-authored-by: Nick Thompson <nathompson7@protonmail.com>
2022-05-25 08:13:24 -07:00
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2021-07-22 10:43:56 -07:00
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