mgcpy: A Comprehensive High Dimensional Independence Testing Python Package

Sambit Panda, Satish Palaniappan, Junhao Xiong, Ananya Swaminathan, Sandhya Ramachandran, Eric W. Bridgeford, Cencheng Shen, Joshua T. Vogelstein

Abstract: We introduce hyppo, a unified library for performing multivariate hypothesis testing, including independence, two-sample, and k-sample testing. While many multivariate independence tests have R packages available, the interfaces are inconsistent and most are not available in Python. hyppo includes many state of the art multivariate testing procedures. The package is easy-to-use and is flexible enough to enable future extensions. The documentation and all releases are available at https://hyppo.neurodata.io.