Multiscale Graph Correlation

Multiscale Graph Correlation (MGC) is a framework developed by Shen et al. (2017) that extends global correlation procedures to be multiscale; consequently, MGC tests typically require far fewer samples than existing methods for a wide variety of dependence structures and dimensionalities, while maintaining computational efficiency. Moreover, MGC provides a simple and elegant multiscale characterization of the potentially complex latent geometry underlying the relationship.


Reference manual

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1.0.1 by Eric Bridgeford, 2 years ago

Browse source code at

Authors: Eric Bridgeford [aut, cre] , Censheng Shen [aut] , Shangsi Wang [aut] , Joshua Vogelstein [ths]

Documentation:   PDF Manual  

GPL-2 license

Imports stats, SDMTools, MASS

Suggests testthat, ggplot2, reshape2, knitr, rmarkdown

See at CRAN