Multiscale Graph Correlation

Multiscale Graph Correlation (MGC) is a framework developed by Vogelstein et al. (2019) 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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2.0.2 by Eric Bridgeford, a year 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, MASS, abind, boot, energy, raster

Suggests testthat, ggplot2, reshape2, knitr, rmarkdown

See at CRAN