The source code in Matlab for the experiments used in the manuscript of ‘Absolute Neighbour Difference based Correlation Test for Detecting Heteroscedastic Relationships’

'ncor2.m' is a Matlab function for computing the nCor and nCor_|\Delta| between x and y.
'Experiment0.m' is the code for conducting the White test and the Parker test on bivariate data in Subsection 4.1.
'Experiment1.m' is the code for conducting the experiments on bivariate data in Subsection 4.1 using the proposed method, nCor, MI, and dCor.
'Experiment2.m' is the code for conducting the experiments on multivariate data  in Subsection 4.1 using the proposed method and nCor.
'Experiment3.m' is the code for conducting the experiments in Subsection 4.2 using the proposed method and nCor.
'testH.m' is a function for implementing heteroscedasticity test using the White test and the Parker test.

In these M-files, r1 and r2 denotes the nCor and nCor_|\Delta| scores respectively.
All the M-files for implementing dCor and MI estimation are enclosed in the folder 'MIandDCOR'.
The R code for conducting RDC can be found at https://github.com/lopezpaz/randomized/dependence/coefficient, 
and the toolbox ‘MINE’ can be found at http://www.exploredata.net/Downloads/MINE-Application.


