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SysCorr - Bayesian correlation swiss army knife

Tests correlations between datapoints with uncertainties.

What can it do?

  • Testing if correlation exists (vs independence)
  • Estimating parameters of the dependence (line + systematic error, or higher-order polynomial, ...)
  • Plot the resulting correlation with its uncertainty
  • Hierarchical Bayesian analysis (with intermediate prior)

See the documentation at http://johannesbuchner.github.io/syscorr/ with the illustrative example http://johannesbuchner.github.io/syscorr/example.html

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Bayesian correlation swiss army knife

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