Hong Pi and Carsten Peterson
Delta 2.0 - A Program for finding dependencies in tables of data
Computer Physics Communications, 293-306 (1994)
A package written in C for identifying variable dependencies in tables of data is presented. The key ingredient is the δ-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 93-05