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math/test/compile_test/stats_chaterjee_incl_test.cpp
Matt Borland e5eae18f14 Chatterjee Correlation Coefficient (#770)
* Implement rank vector

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* Add documentation. Admittedly terrible.

* Add unit tests.

* Cleanup method of detecting if execution policies are valid or not

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* Implement and test chatterjee correlation

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* Add spot checks and special handling for constant Y

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* Add performance file

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* Add execution policy support to rank

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* Remove duplicates from v when generating the order vector

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* Fix macro error for use of <execution>

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* Use explicit types instead of auto to avoid warnings 

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* Add execution policy testing to rank

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* Add threaded implementation

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* Added threaded testing

* Fix formatting and ASCII issues in test

* Fix more ASCII issues

* refactoring

* Fix threaded impl

* Remove non-ASCII apostrophe

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* Doc fixes and add test comparing generally to paper values

* Significantly tighten tolerance around expected values from paper

* Change tolerance for sin comparison

Co-authored-by: Nick Thompson <nathompson7@protonmail.com>
2022-05-25 08:13:24 -07:00

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// Copyright Matt Borland 2021.
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
//
// Basic sanity check that header
// #includes all the files that it needs to.
//
#include <boost/math/statistics/chatterjee_correlation.hpp>