Description Usage Arguments Details Value Author(s) References See Also Examples
The conditional dependence coefficient (CODEC) is a measure of the amount of conditional dependence between a random variable Y and a random vector Z given a random vector X, based on an i.i.d. sample of (Y, Z, X). The coefficient is asymptotically guaranteed to be between 0 and 1.
1 |
Y |
Vector (length n) |
Z |
Matrix (n by q) |
X |
Matrix (n by p), default is NULL |
na.rm |
Remove NAs if TRUE |
The value returned by codec can be positive or negative. Asymptotically, it is guaranteed
to be between 0 and 1. A small value indicates low conditional dependence between Y and Z given X, and
a high value indicates strong conditional dependence. The codec function is used by the foci
function
for variable selection.
The conditional dependence coefficient (CODEC) of Y and Z given X. If X == NULL, this is just a measure of the dependence between Y and Z.
Mona Azadkia, Sourav Chatterjee, Norman Matloff
Azadkia, M. and Chatterjee, S. (2019). A simple measure of conditional dependence. https://arxiv.org/pdf/1910.12327.pdf.
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