documentclass{article}
usepackage[vlined]{algorithm2e}
begin{document}

DontPrintSemicolon
begin{algorithm}[H]
SetAlgoLined
KwData{Example keyword}
KwResult{Example result}

/* textit{Create first function};
function 1 = function(input, output){;
Indp/* textit{Create inner function};
function 2 = function(input, output){;
Indp/* textit{Perform main task};
mainTask(function1, function2);
Indm});
Indm};

caption{Psuedocode for interactive scatterplot matrix}
end{algorithm}
end{document}