Raphael Vallat raphaelvallat

Sleep science, signal processing, machine-learning & statistics. Staff ML scientist, ŌURA. Former postdoctoral researcher, UC Berkeley.

raphaelvallat / distcorr.py

Last active December 12, 2023 06:50 — forked from wladston/distcorr.py

Distance correlation with permutation test

	import numpy as np
	import multiprocessing
	from joblib import Parallel, delayed
	from scipy.spatial.distance import pdist, squareform

	def _dcorr(y, n2, A, dcov2_xx):
	"""Helper function for distance correlation bootstrapping.
	"""
	# Pairwise Euclidean distances
	b = squareform(pdist(y, metric='euclidean'))

raphaelvallat / mutual_info.py

Created February 14, 2019 18:55 — forked from GaelVaroquaux/mutual_info.py

Estimating entropy and mutual information with scikit-learn

	'''
	Non-parametric computation of entropy and mutual-information

	Adapted by G Varoquaux for code created by R Brette, itself
	from several papers (see in the code).

	These computations rely on nearest-neighbor statistics
	'''
	import numpy as np