WOLFRAM LANGUAGE FEATURED EXAMPLE

Use Hoeffding's D to Quantify and Test Non-monotonic Dependence

Unlike SpearmanRho, KendallTau, and Pearson's Correlation, HoeffdingD can be used to detect a wide variety of dependence structures beyond monotonic association.

    
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Test whether Hoeffding's is significantly different from zero:
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A collection of datasets with different dependency structures:
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The Hoeffding statistics and test conclusions for the data grid:
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