ProcessMiner/nlcor: Compute Nonlinear Correlations

An implementation of an efficient heuristic to compute the nonlinear correlations between numeric vectors. The heuristic works by adaptive identifying multiple local regions of linear correlations to estimate the overall nonlinear correlation. The nonlinear correlations estimate has various applications in data exploration and variable selection for nonlinear models.

Getting started

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
ProcessMiner/nlcor documentation built on Nov. 12, 2019, 4:50 a.m.