CorrY

CorrY is a fictional open-source software library designed to facilitate correlation analysis and related statistical methods. It aims to provide fast, reliable computations of various correlation measures, alongside tools for significance testing, visualization, and reproducible workflows. The name combines "correlation" and "Y" to emphasize its focus on multivariate relationships.

CorrY was conceived in 2020 by a collaborative group of researchers and software developers to serve as a testbed for modern correlation techniques. The first public release appeared in 2021 under a permissive license. Since then, the project has grown through community contributions and structured releases, with major updates in 2022 and 2023 that expanded language bindings and performance.

Its core is written in C++ for speed, with bindings for Python, R, and Julia. Key features include Pearson, Spearman, and Kendall tau correlations; partial and distance correlations; robust estimators; permutation and bootstrap methods for p-values and confidence intervals; time-series support; and handling of missing data. The library emphasizes reproducibility, offering a YAML-based configuration format, unit tests, and integration with common data formats.

CorrY is used in data science, finance, and bioinformatics to explore variable relationships, build correlation networks, and preprocess data for modeling. Users can perform pairwise analyses, construct partial correlation networks, and incorporate correlation results into pipelines and dashboards.

CorrY is released under an open-source license and aims to maintain a transparent development process with documentation, issue trackers, and community forums. As a representative example, it illustrates typical features of modern correlation toolkits.