Rank Distance Correlation (RDC)

import math

from pyxla import rdc
from pyxla.util import load_data
from pyxla.sampling import HilbertCurveSampler

from matplotlib import rc_file
rc_file('../../../../src/.matplotlibrc')

sphere_sample = {
    "name": "Sphere",
    "X": HilbertCurveSampler(sample_size=100, dim=1, l_bound=-5, u_bound=5, seed=42),
    "F": lambda x: x**2,
    "V": [lambda x: x**2 - 2, lambda x: 8 * math.sin(20 * x)]
}

load_data(sphere_sample)

corr, plot = rdc(sphere_sample)
plot.savefig('rdc-sphere.pdf', bbox_inches='tight')