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