dcorVS: Variable Selection Algorithms Using the Distance Correlation
The 'FBED' and 'mmpc' variable selection algorithms have been implemented using the distance correlation. The references include: Tsamardinos I., Aliferis C. F. and Statnikov A. (2003). "Time and sample efficient discovery of Markovblankets and direct causal relations". In Proceedings of the ninth ACM SIGKDD international Conference. <doi:10.1145/956750.956838>. Borboudakis G. and Tsamardinos I. (2019). "Forward-backward selection with early dropping". Journal of Machine Learning Research, 20(8): 1–39. <doi:10.48550/arXiv.1705.10770>. Huo X. and Szekely G.J. (2016). "Fast computing for distance covariance". Technometrics, 58(4): 435–447. <doi:10.1080/00401706.2015.1054435>.
Version: |
1.0 |
Depends: |
R (≥ 4.0) |
Imports: |
dcov, Rfast, stats |
Published: |
2023-10-18 |
DOI: |
NA |
Author: |
Michail Tsagris [aut, cre] |
Maintainer: |
Michail Tsagris <mtsagris at uoc.gr> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
dcorVS results |
Documentation:
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