gcor: A Python Implementation of Categorical Gini Correlation and Its Inference

Fuente: arXiv
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Autore principale: Hewage, Sameera
Natura: Preprint
Pubblicazione: 2025
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author Hewage, Sameera
author_facet Hewage, Sameera
contents Categorical Gini Correlation (CGC), introduced by Dang et al. (2020), is a novel dependence measure designed to quantify the association between a numerical variable and a categorical variable. It has appealing properties compared to existing dependence measures, such as zero correlation mutually implying independence between the variables. It has also shown superior performance over existing methods when applied to feature screening for classification. This article presents a Python implementation for computing CGC, constructing confidence intervals, and performing independence tests based on it. Efficient algorithms have been implemented for all procedures, and they have been optimized using vectorization and parallelization to enhance computational efficiency.
format Preprint
id arxiv_https___arxiv_org_abs_2506_19230
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle gcor: A Python Implementation of Categorical Gini Correlation and Its Inference
Hewage, Sameera
Methodology
Computation
62H20, 62G20, 62-07, 62R07
Categorical Gini Correlation (CGC), introduced by Dang et al. (2020), is a novel dependence measure designed to quantify the association between a numerical variable and a categorical variable. It has appealing properties compared to existing dependence measures, such as zero correlation mutually implying independence between the variables. It has also shown superior performance over existing methods when applied to feature screening for classification. This article presents a Python implementation for computing CGC, constructing confidence intervals, and performing independence tests based on it. Efficient algorithms have been implemented for all procedures, and they have been optimized using vectorization and parallelization to enhance computational efficiency.
title gcor: A Python Implementation of Categorical Gini Correlation and Its Inference
topic Methodology
Computation
62H20, 62G20, 62-07, 62R07
url https://arxiv.org/abs/2506.19230