XICOR - Implements a New Coefficient of Correlation To Detect Nonlinear Dependency

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.)