Implementation of a dependence measure, the Robust Copula Dependence (RCD).
This package includes the implementation of the robust copula dependence (RCD). The main function rcd is used with dependence measure bwtween two or more random variables.
Yi Li, Adam (Aidong) Ding
Maintainer: Yi Li <[email protected]>
Yale Chang, Yi Li, Adam Ding, Jennifer Dy, A Robust-Equitable Copula Dependence Measure for Feature Selection , AISTATS 2016.
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