xicor

pgxicor : XI Correlation Coefficient in Postgres

Overview

Packages

Source

pig build pkg pgxicor;		# build rpm/deb

Install

Make sure PGDG and PIGSTY repo available:

pig repo add pgsql -u   # add both repo and update cache

Install this extension with pig:

pig install pgxicor;		# install via package name, for the active PG version
pig install xicor;		# install by extension name, for the current active PG version

pig install xicor -v 18;   # install for PG 18
pig install xicor -v 17;   # install for PG 17
pig install xicor -v 16;   # install for PG 16
pig install xicor -v 15;   # install for PG 15
pig install xicor -v 14;   # install for PG 14

Create this extension with:

CREATE EXTENSION xicor;

Usage

Sources: README, release 0.1.1

xicor exposes the XI (Chatterjee’s xi) correlation coefficient as a PostgreSQL aggregate. It is meant for detecting functional dependence, including non-linear relationships that Pearson’s corr() can miss.

CREATE EXTENSION xicor;

Main Aggregate

SELECT xicor(x, y) FROM xicor_test;

The upstream example contrasts it with corr() on a parabola-shaped dataset, where corr() is near zero while xicor() remains high.

Example

CREATE TABLE xicor_test (x float8, y float8);
INSERT INTO xicor_test (x, y) VALUES
  (1.0, 2.0),
  (2.5, 3.5),
  (3.0, 4.0),
  (4.5, 5.5),
  (5.0, 6.0);

SELECT xicor(x, y) FROM xicor_test;

Reproducibility Controls

For tied data, upstream recommends enabling deterministic tie handling:

SET xicor.ties = true;
SET xicor.seed = 42;

Caveats

• xicor() is an aggregate over two numeric inputs, not a general-purpose statistical framework.
• Tie handling can change results unless you enable the documented GUCs for reproducible behavior.