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>.
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