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Add correlation plotting functions for variable correlations and dependencies#1010

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sueoglu wants to merge 4 commits intomainfrom
plotting/issue-745
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Add correlation plotting functions for variable correlations and dependencies#1010
sueoglu wants to merge 4 commits intomainfrom
plotting/issue-745

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@sueoglu sueoglu commented Jan 28, 2026

Description of changes

fixes #745

  • ep.tl.compute_variable_correlations(): Computes pairwise correlation matrices with statistical testing and multiple testing correction (Bonferroni, FDR, Holm). Supports both Pearson and Spearman methods with handling of 3D time-series data through aggregation (mean/first/last).
  • ep.pl.plot_variable_correlations(): Creates correlation heatmap with value annotations and significance markers
  • ep.pl.plot_variable_dependencies(): Visualizes correlation networks as chord diagrams with customizable filtering by correlation strength and statistical significance

Technical details

  • Using pandas.corr() for efficient vectorized correlation computation
  • Pairwise deletion requiring minimum 3 non NaN observations per pair
  • Using statsmodels.multipletests for correction methods
  • Visualization built on HoloViews/Bokeh

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Correlation plot for variable dependencies

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