Show HN: Pure C Implementation of the Chatarjee – Xi Correlation Coefficient

The xi (ξ) correlation coefficient proposed by Chatterjee, quantifies the degree of dependence between two variables X, Y. It is 0 if and only if the variables are independent and 1 if and only if one is a measurable function of the other.

I played a bit today but couldn't find a pure C implementation, so I hacked one.

Previously discussed in HN [0] Beautiful visualization [1]

[0] https://news.ycombinator.com/item?id=29687613

[1] https://x.com/adad8m/status/1474754752193830912?s=21