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Chatterjee correlation
chatterjee = (data, { x = (d) => d[0], y = (d) => d[1] } = {}) => {
// 0. Extract values
const X = d3.map(data, x);
const Y = d3.map(data, y);
const N = X.length;
// 1. rearrange along X
const I = d3.sort(d3.range(N), (i) => X[i]);
// 2. rank Y
const rank = d3.rank(Y);
// 3. compute ξ (simple formula with no ties)
return (
1 -
(3 / (N * N - 1)) *
d3.sum(d3.pairs(I), ([a, b]) => Math.abs(rank[a] - rank[b]))
);
}
data = Array.from({ length: N }, (_, i) => [
i / N + rnd(),
func(i / N, i) + rnd()
])
rnd = d3.randomNormal(0, noise / 2)
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