Sambit Panda

On hold for inclusion of fix in scipy 1.9.0

Can enable tests such as: https://people.eecs.berkeley.edu/~brecht/papers/07.rah.rec.nips.pdf

also - Kernel CCA where the two input kernels can be specified. - The Randomized Dependence Coefficient (RDC). This is simply CCA on random Fourier features. - The linear-time independence...

Hello, thanks for using the package! Currently we don't have benchmarks for time series correlations, but we do have a paper describing the algorithm in more detail: https://arxiv.org/pdf/1908.06486.pdf

Hi, so our code from the figures from the paper can be found here: https://github.com/neurodata/mgcpy-old/tree/j1c-time-series/demos/time_series, using the old package (now archived) and older API. I'm leaving this issue open as...

Hi, not to my knowledge but I think @rmehta004 could help you more with that. He actually developed the theory and code for our time series module

yes, minor docstring edits

Those aren't correct, most are [-1, 1] while some like HHG have no clear interval. I think it's worth taking time to verify, especially if you are learning a lot!

Yes we can. Can you make a new issue for the tests you have done and then open a PR linking to that issue?

Hi I'm currently out of the country and haven't reviewed any PRs made in the last week. I'll review them when I get back.