Variable Selection Algorithms Using the Distance Correlation

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. . Borboudakis G. and Tsamardinos I. (2019). "Forward-backward selection with early dropping". Journal of Machine Learning Research, 20(8): 1--39. . Huo X. and Szekely G.J. (2016). "Fast computing for distance covariance". Technometrics, 58(4): 435--447. .