a repo containing the code for mgc in matlab
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cshen6 update smoothing scheme parameter
so it works as intended for fast MGC for n large
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The code is an in-progress Matlab version of Multiscale Graph Correlation, 
which also implements some popular global correlation measures like distance correlation, hsic (kernel correlation), Mantel, Pearson, etc.

The R version is available on CRAN and https://github.com/neurodata/mgc.

Author: Cencheng Shen, shenc@udel.edu