This is a small demo on how to implement scaled correlation in python.
For more details check the Wikipedia page for Scaled correlation: https://en.wikipedia.org/wiki/Scaled_correlation
The original publication is here: http://www.raulmuresan.ro/Papers/Scaled%20correlation%20analysis%20EJN%202012.pdf
Who else cares about scaled correlation (Google Scholar): https://scholar.google.de/scholar?hl=en&as_sdt=0%2C5&q=scaled+correlation+analysis&btnG=