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Postgres Extension to Calculate the Maximal Information Coefficient (MIC)
- fforflo 2y agoFor those unfamiliar, MIC measures the strength of the linear or non-linear association between two variables. One can brute-force between every pair of course. You can run a `select mic(col1, col2) from my_table` between any arbitrary pair of columns to see if there's a strong correlation between the two. Postgres already provides corr(X, Y), but that works only for linear correlations. The usual disclaimer applies: correlation does not imply causation etc.