24float rdc(
const Eigen::MatrixXf &
X, 
const Eigen::MatrixXf &Y, 
unsigned k = 5, 
float stddev = 1.f/6.f);
 
   27template<
typename URBG = std::mt19937_64>
 
   29                          float stddev = 1.f/6.f, URBG &&g = URBG());
 
Eigen::MatrixXf 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 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.
 
float 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 ...