BCodifSIS - Ball-Codifference Sure Independence Screening
Computes Ball-codifference scores and performs sure
independence screening for high-dimensional predictors. The
score combines random-ball empirical probabilities with a
bounded local codifference weight based on trigonometric
characteristic-function contrasts. The functions are intended
for marginal screening when moment-based dependence summaries
may be unstable or undefined, such as in heavy-tailed data. The
implemented methodology is described in Rezapour and Maroufy
(2026) "Ball-Codifference Screening for Heavy-Tailed
Predictors" <doi:10.48550/arXiv.2607.20821>.
