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Table 1 Simulation power in nine simple functions

From: Efficient test for nonlinear dependence of two continuous variables

N = 50, x ~ U(−1,1)

CANOVA2

CANOVA4

CANOVA8

CANOVA12

Pearson

Kendall

Spearman

Distance

Hoeffding

MIC

y = 0 + N(0,1)

0.051

0.048

0.048

0.050

0.047

0.048

0.049

0.039

0.059

0.051

y = x + N(0,1)

0.564

0.798

0.889

0.902

0.972

0.962

0.961

0.950

0.953

0.591

y = 0.5;*(x + 1)2 + N(0,1)

0.606

0.836

0.904

0.918

0.968

0.953

0.962

0.964

0.953

0.633

y = sin(Pi*x) + N(0,1)

0.758

0.941

0.966

0.962

0.936

0.918

0.930

0.969

0.969

0.829

y = sin(2*Pi*x) + N(0,1)

0.713

0.886

0.812

0.294

0.318

0.328

0.320

0.341

0.405

0.579

y = sin(3*Pi*x) + N(0,1)

0.677

0.796

0.254

0.076

0.178

0.192

0.199

0.186

0.219

0.423

y = cos(Pi*x) + N(0,1)

0.784

0.940

0.973

0.942

0.067

0.076

0.083

0.660

0.710

0.660

y = cos(2*Pi*x) + N(0,1)

0.738

0.891

0.754

0.142

0.045

0.054

0.053

0.100

0.129

0.548

y = cos(3*Pi*x) + N(0,1)

0.673

0.751

0.160

0.031

0.053

0.054

0.057

0.074

0.090

0.371

  1. The bold means the first place result of all methods compared