MPhi

Markov product estimate from single (q=1) endogenuous and (p&gt;=1) exogenous variables based on dimension reduction

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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

MPhi 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></dl>

Arguments

Markov product estimate from single (q=1) endogenuous and (p&gt;=1) exogenous variables based on dimension reduction — MPhi

<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>

</dl>

MPhi: Markov product estimate from single (q=1) endogenuous and (p>=1) exogenous variables based on dimension reduction

Description

Usage

Value

Arguments