GMC (version 0.1.2)

Generalized Measure of Correlation (GMC)

Description

Provides tools to compute the Generalized Measure of Correlation (GMC), a dependence measure accounting for nonlinearity and asymmetry in the relationship between variables. Based on the method proposed by Zheng, Shi, and Zhang (2012) .

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Version

Install

install.packages('GMC')

Monthly Downloads

142

Version

0.1.2

License

GPL (>= 3)

Maintainer

Xuejing Ding

Last Published

October 31st, 2025

Functions in GMC (0.1.2)

GMC_feature_ranking

Feature selection using GMC ranking

GMC_Y_given_X

Generalized Measure of Correlation: GMC(Y | X)

GMC_X_given_Y

Generalized Measure of Correlation: GMC(X | Y)

estimate_EY_X_squared

Estimate E[(E[Y|X])^2] using kernel regression