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 ...