DELTA - 2.0
A PROGRAM FOR FINDING DEPENDENCIES IN TABLES OF DATA
Hong Pi and Carsten Peterson
Abstract:
A package written in C for identifying variable dependencies
in tables of data is presented. The key ingredient is the
$\delta$ -test, which establishes dependency structures by
exploiting the properties of continuous functions using
conditional probabilities formed out of the data. The method
estimates most relevant variables, embedding dimensions and
noise levels. The program, which is self-contained, also
includes optional graphical output.
LU TP 94-5