skfolio.distribution.DependenceMethod

class skfolio.distribution.DependenceMethod(*values)

Enumeration of methods to measure bivariate dependence.

Attributes:

KENDALL_TAU

Use Kendall’s tau correlation coefficient.

MUTUAL_INFORMATION

Use mutual information estimated via a k-nearest neighbors method.

WASSERSTEIN_DISTANCE

Use the Wasserstein (Earth Mover’s) distance.

classmethod has(value)

Check if a value is in the Enum.

Parameters:

valuestr

Input value.

Returns:

xbool

True if the value is in the Enum, False otherwise.