Re: Add xicorr(X, Y): support for the xi (ξ) correlation coefficient by Chatterjee

From: Andrey Borodin <x4mmm(at)yandex-team(dot)ru>
To: Dean Rasheed <dean(dot)a(dot)rasheed(at)gmail(dot)com>
Cc: Florents Tselai <florents(dot)tselai(at)gmail(dot)com>, pgsql-hackers <pgsql-hackers(at)postgresql(dot)org>
Subject: Re: Add xicorr(X, Y): support for the xi (ξ) correlation coefficient by Chatterjee
Date: 2025-09-08 09:03:18
Message-ID: A7CCDFC7-0AAB-4171-A4C2-8C32C23F3B82@yandex-team.ru
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> On 8 Sep 2025, at 12:20, Dean Rasheed <dean(dot)a(dot)rasheed(at)gmail(dot)com> wrote:
>
> However, even if those issues were addressed, my feeling is that this
> is too specialised to be considered for inclusion in core. The fact
> that it exists in Scipy and not a core python module is a hint at
> that. There are a lot of other Scipy stat functions, the vast majority
> of which aren't included in core Postgres.

Kind of +1.
IMO, it's better to have Spearman and Kendal coefficients before original research from 2019.
I don't see anything wrong with having all them in core eventually, cost of maintaining settled math tools must not be too high.

Best regards, Andrey Borodin.

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