Distance correlation matrix

dcor_matrix.py

def dcor_matrix(data):	
	"""Creates a correlation matrix using the dcor (distance correlation) function based on the R (energy) implementation
	Assumes that variables are columns
	Input:
		data - x by y np array where y is the number of variables
	Output:
		Returns a correlation matrix as a np array of shape y by y 

	"""
	import numpy as np
	import dcor_py # Requires dcor implementation by Andrew Yates in same folder

	return [1 if c1==c2 else dcor_py.dcor(column1, column2) for c1, column1 in enumerate(data.T0) for c2, column2 in enumerate(data.T)]