We provide MATLAB and Python implementations of the newly proposed measure of conditional dependence (CODEC) and the associated feature selection scheme (FOCI) here. Additionally, it also has the implementation of our proposed randomized versions of LCODEC and LFOCI. There is significant gain in computation time when nearest neighbors are computed on GPU as done in our implementations.

# References
* Chatterjee, Sourav. "A new coefficient of correlation." Journal of the American Statistical Association 116.536 (2021): 2009-2022. [Paper](https://www.tandfonline.com/doi/full/10.1080/01621459.2020.1758115)
* Azadkia, Mona, and Sourav Chatterjee. "A simple measure of conditional dependence." The Annals of Statistics 49.6 (2021): 3070-3102. [Paper](https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-6/A-simple-measure-of-conditional-dependence/10.1214/21-AOS2073.full)
