Mona Azadkia
@mazadkia.bsky.social
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Statistics at LSE
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Integrated R-squared: a new dependence measure with a simple estimator, similar to Pearson/Spearman/Chatterjee. Built on this, we introduce FORDβa consistent, tuning-free, model-free variable selector that improves on FOCI. π
arxiv.org/abs/2505.18146
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cran.r-project.org/web/packages...
4 months ago
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Check out our new package!
add a skeleton here at some point
4 months ago
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Integrated R-squared: a new dependence measure with a simple estimator, similar to Pearson/Spearman/Chatterjee. Built on this, we introduce FORDβa consistent, tuning-free, model-free variable selector that improves on FOCI. π
arxiv.org/abs/2505.18146
π¦
cran.r-project.org/web/packages...
4 months ago
0
4
1
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