cdcsis: Conditional Distance Correlation and Its Related Feature Screening Method

Gives conditional distance correlation and performs the conditional distance correlation sure independence screening procedure for ultrahigh dimensional data. The conditional distance correlation is a novel conditional dependence measurement of two random variables given a third variable. The conditional distance correlation sure independence screening is used for screening variables in ultrahigh dimensional setting.

AuthorCanhong Wen, Wenliang Pan, Mian Huang, and Xueqin Wang
Date of publication2014-10-21 17:48:22
MaintainerCanhong Wen <wencanhong@gmail.com>
LicenseGPL (>= 2)
Version1.0

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