This package (WIP) implements the coefficient of correlation proposed in:
Chatterjee, S. "A new coefficient of correlation. arXiv e-prints, page." arXiv preprint arXiv:1909.10140 711 (2020).
An R package already exists to compute this coefficient of correlation.
This is primarily for learning Julia syntax/module development/etc.
To Be Done:
- Implement Hypothesis Testing (P-values, etc.)