# Xicor
This crate provides a reasonably efficient implementation of Sourav
Chatterjee's xi-correlation coefficient, based on
[the original paper](https://arxiv.org/pdf/1909.10140).
Chatterjee's xi provides a measure of one variable's dependence on another
in a much more general sense than, for example, Pearson's correlation
coefficient. Suppose we have some sequence of random `x` values uniformly
distributed from zero to tau. For each one, we compute `y = sin(x)`.
Pearson's correlation coefficient will be roughly zero for this data, as it
measures _linear_ dependence. On the other hand, Chatterjee's xi will be
close to 1, representing that `y` is strongly a function of `x`, regardless
of what function that may be.
## Highlights
- Extremely simple to use (just call `xicor()`, `xicorf()`, etc, with
two slices containing the data)
- Generic over `Ord`, as xi does not require calculations on the elements
themselves, only the ability to compare them. In principle even strings
could be correlated in this manner (lexicographically), for example.
- Quite fast. In release mode on a 12-year-old machine (Dell M4700),
`xicorf` was able to process 1,000,000 pairs in 0.33 seconds. Profiling
revealed that 80% of this calculation lay in the standard library's
sorting routines.
## Progress
- [x] Calculation of the xi coefficient itself
- [ ] P-values for testing independence