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Add corchatterjee
as another rank-based correlation
#934
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StatsBase.jl already has
corkendall
andcorspearman
, but the recent work by Chartterjee, S. is more useful in many practical applications: https://sci-hub.se/https://www.tandfonline.com/doi/full/10.1080/01621459.2020.1758115You can find a valid implementation in this PR:
https://github.com/stefftaelman/Xicor.jl/pull/2/files
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