Copula.Tq.Perm

Estimate for T_bar(Y,X) based on dimension reduction principle

internal

Directed Dependence Coefficient (didec) is a measure of functional 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
(2025, <doi:10.48550/arXiv.2212.01621>), and the paper by Fuchs and Wang
(2024, <doi:10.1016/j.ijar.2024.109185>).

Yuping Wang

didec

Directed Dependence Coefficient

Sebastian Fuchs

Jonathan Ansari

Copula.Tq.Perm function

<dl><dt>X</dt>
<dd>a data frame for input vector X</dd>
<dt>Y</dt>
<dd>a data frame for output vector Y</dd>
<dt>method</dt>
<dd>permuatation methods: sample / increasing / decreasing / full</dd></dl>

Arguments

Estimate for T_bar(Y,X) based on dimension reduction principle — Copula.Tq.Perm

<dl>

<dt>X</dt>
<dd>a data frame for input vector X</dd>


<dt>Y</dt>
<dd>a data frame for output vector Y</dd>


<dt>method</dt>
<dd>permuatation methods: sample / increasing / decreasing / full</dd>

</dl>

Copula.Tq.Perm: Estimate for T_bar(Y,X) based on dimension reduction principle

Description

Usage

Value

Arguments