xi correlation method adapted for python
Pyxi is an implementation of the "xi" correlation metric described in Chatterjee, S. (2019, September 22). A new coefficient of correlation. arxiv.org/abs/1909.10140. It is based off the R code mentioned in the paper: https://statweb.stanford.edu/~souravc/xi.R
from pyxi.pyxi import Xi
xi_obj = Xi([1, 2, 3], [1, 2, 3])
correlation = xi_obj.correlation
pvals = xi_obj.pval_asymptotic(
ties=False, nperm=1000)