Top pick: Sliced Wasserstein dependency (POT (MIT)). Fills the gap: Stability across regimes โ which the production baseline (Pearson + Spearman + h_norm + Tier-2 MI-vs-target) cannot detect.
Lane = how usable the metric is today. Top lane = production-baseline duplicates (Pearson, Spearman). Below = permissive FOSS / GPL / unmaintained / code-released-but-not-packaged / no-FOSS. Per-circle text = first 3 letters of language (Pyt / R / Jav).
| Metric | Library | License | Lang | Maint | Complexity | Param-free? | URL |
|---|---|---|---|---|---|---|---|
| Robust BOCPD | Author repo (Altamirano-Briol-Knoblauch 2023) | varies | Python | โ ๏ธ | O(N) | yes | โ |
| Robust dCor (Leyder 2024) | Author code (not packaged) | varies | R | โ ๏ธ | O(N^2) | no | โ |
| CRQA | crqa / PyRQA | GPL / Apache-2 | R / Python | โ | O(N^2) | yes | โ |
| Sliced Wasserstein primitives | POT | MIT | Python | โ | O(N log N d L) | yes | โ |