dcorVS

The 'FBED' and 'mmpc' variable selection algorithms have been implemented using the distance correlation. The references include: Tsamardinos I., Aliferis C. F. and Statnikov A. (2003). "Time and sample efficient discovery of Markovblankets and direct causal relations". In Proceedings of the ninth ACM SIGKDD international Conference. doi:10.1145/956750.956838. Borboudakis G. and Tsamardinos I. (2019). "Forward-backward selection with early dropping". Journal of Machine Learning Research, 20(8): 1–39. doi:10.48550/arXiv.1705.10770. Huo X. and Szekely G.J. (2016). "Fast computing for distance covariance". Technometrics, 58(4): 435–447. doi:10.1080/00401706.2015.1054435.