GMC0.1.2 package

Generalized Measure of Correlation (GMC)

estimate_EY_X_squared

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

GMC_feature_ranking

Feature selection using GMC ranking

GMC_X_given_Y

Generalized Measure of Correlation: GMC(X | Y)

GMC_Y_given_X

Generalized Measure of Correlation: GMC(Y | X)

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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) <doi:10.1080/01621459.2012.710509>.

  • Maintainer: Xuejing Ding
  • License: GPL (>= 3)
  • Last published: 2025-10-31