ucc-pandas

An implementation of the Universal Correlation Coefficient in Python via Pandas

Here is a high-level overview, based on the R library that I wrote to compute the UCC. In a nutshell, for two discrete random variables, the UCC gives an indication as to whether or not there is a--possibly non-linear--relationship between them.

TODO

• Include tests and examples
• Extend to computing UCCs for pairs of columns from a given list
  • Also, allow for automatic output of scatterplots for pairs having UCC >= a given threshold
• Print modes:
  • Pretty print mode (for interactive use)
  • CSV output mode (for dumping to file for later).
• Figure out how to make a proper pip package out of this (with setup.py and all that happy stuff).