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.
- Canhong Wen, Wenliang Pan, Mian Huang, and Xueqin Wang
- Date of publication
- 2014-10-21 17:48:22
- Canhong Wen <email@example.com>
- GPL (>= 2)
- Bandwidth Selection in the Conditional Distance Correlation
- Conditional Distance Correlation with Given Bandwidth
- Conditional Distance Correlation with Adaptive Bandwidth
- Conditional Distance Covariance with Given Bandwidth
- Conditional Distance Correlation Sure Independence Screening...
- Conditional Distance Correlation and Its Related Feature...
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