Correlations

From scipy.stats

• Pearson (pearsonr)

• Spearman (spearmanr)

• Kendall (kendalltau, weightedtau)

• Theil-Sen (theilslopes)

• Siegel (siegelslopes)

From Shannon

• joint entropy

• conditional entropy

• information gain

Others

• quotient correlation ((max(y/x) + max(x/y) - 2) / (max(y/x) * max(x/y) - 1))

• Cohen (SO)

• autocorrelation (np.correlate)