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mgc

Multiscale Graph Correlation

Multiscale Graph Correlation (MGC) is a framework developed by Vogelstein et al. (2019) <DOI:10.7554/eLife.41690> 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.

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VersionRepositoryFileSize
2.0.2 2026-04-09 windows/windows R-4.5 mgc_2.0.2.zip 796.2 KiB

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