/predep

Predictive Dependency using Bayesian Blocks

Primary LanguagePythonBSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

predep

Predictive Dependency (using Bayesian Blocks or Hierarchical Clustering). Code for our paper: Quantifying Predictive Dependence - A New Measure with Interpretation.

We provide two implementations of the code. The one used in the paper results is on the file predep_paper.py. A simpler predep closer to the pseudocode in the paper is on the file predep.py.