The xi (ξ) correlation coefficient proposed by Chatterjee,
quantifies the degree of dependence between two variables X, Y.
It is 0 if and only if the variables are independent and 1 if and only if one is a measurable function of the other.I played a bit today but couldn't find a pure C implementation, so I hacked one.
Previously discussed in HN [0]
Beautiful visualization [1]
[0] https://news.ycombinator.com/item?id=29687613
[1] https://x.com/adad8m/status/1474754752193830912?s=21