Directed Dependence Coefficient
Description
Directed Dependence Coefficient (didec) is a measure of directed dependence. Multivariate Feature Ordering by Conditional Independence (MFOCI) is a variable selection algorithm based on didec. Hierarchical Variable Clustering (VarClustPartition) is a variable clustering method based on didec. For more information, see the paper by
Ansari and Fuchs (2024, ), and the paper by
Fuchs and Wang (2024, ).