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.
|Author||Canhong Wen, Wenliang Pan, Mian Huang, and Xueqin Wang|
|Date of publication||2014-10-21 17:48:22|
|Maintainer||Canhong Wen <firstname.lastname@example.org>|
|License||GPL (>= 2)|
bw: Bandwidth Selection in the Conditional Distance Correlation
cdcor: Conditional Distance Correlation with Given Bandwidth
cdcor.ada: Conditional Distance Correlation with Adaptive Bandwidth
cdcov: Conditional Distance Covariance with Given Bandwidth
cdcsis: Conditional Distance Correlation Sure Independence Screening...
cdcsis-package: Conditional Distance Correlation and Its Related Feature...