TopCorr
Published:
TopCorr is a small Python library designed for the construction of filtered correlation matrices. It can be found on Github: here
It can be installed using pip:
pip install topcorr
You’ll need numpy and networkx for it to work.
Methods Implemented
- MST
- PMFG
- TMFG
- Thresholding
- Dependency Network
- k-Nearest Neighbours Network
- Partial Correlation
- Affinity Matrix
- Average Linkage MST
- Forest of MSTs
- Detrended Cross Correlation Analysis