RDC.hpp File Reference

#include <Eigen/Core>
#include <random>

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Namespaces
namespace	m
	‍mutable namespace

Functions
Eigen::MatrixXf	m::create_CDF_matrix (const Eigen::MatrixXf &data)
	Creates a new matrix, mapping every cell of data to its position according to the cell's column's CDF.
float	m::rdc (const Eigen::MatrixXf &X, const Eigen::MatrixXf &Y, unsigned k=5, float stddev=1.f/6.f)
	Compute the Randomized Dependence Coefficient of two random variables.
template<typename URBG = std::mt19937_64>
float	m::rdc_precomputed_CDF (Eigen::MatrixXf &CDFs_of_X, Eigen::MatrixXf &CDFs_of_Y, unsigned k=5, float stddev=1.f/6.f, URBG &&g=URBG())
	Compute the RDC value without having to compute CDF matrices to avoid sorting the same data multiple times.