r-mgc

Multiscale Graph Correlation (MGC) is a framework developed by Vogelstein et al. (2019) <DOI:10.7554/eLife.41690> that extends global correlation procedures to be multiscale; consequently, MGC tests typically require far fewer samples than existing methods for a wide variety of dependence structures and dimensionalities, while maintaining computational efficiency. Moreover, MGC provides a simple and elegant multiscale characterization of the potentially complex latent geometry underlying the relationship.