semidist

CRANsemidistMaRDI QIDQ5979808

Measure Dependence Between Categorical and Continuous Variables

Heng-Jian Cui, Wei Zhong, Run-Ze Li, Zhuoxi Li, Wenwen Guo

Last update: 21 November 2023

Software version identifier: 0.1.0

Copyright license: MIT license, File License

Description

Semi-distance and mean-variance (MV) index are proposed to measure the dependence between a categorical random variable and a continuous variable. Test of independence and feature screening for classification problems can be implemented via the two dependence measures. For the details of the methods, see Zhong et al. (2023) <doi:10.1080/01621459.2023.2284988>; Cui and Zhong (2019) <doi:10.1016/j.csda.2019.05.004>; Cui, Li and Zhong (2015) <doi:10.1080/01621459.2014.920256>.

Cites work

• Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
• A distribution-free test of independence based on mean variance index
• Semi-Distance Correlation and Its Applications