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Implement the Nearest Neighbor Clustering (NNC) algorithm as a part of the codependence module, based on the paper https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3010414.
**Is your feature request related to a problem? Please describe.** Paper https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3010414 describes the algorithm to be implemented.