Package: GeneralisedCovarianceMeasure 0.2.0
Jonas Peters
GeneralisedCovarianceMeasure: Test for Conditional Independence Based on the Generalized Covariance Measure (GCM)
A statistical hypothesis test for conditional independence. It performs nonlinear regressions on the conditioning variable and then tests for a vanishing covariance between the resulting residuals. It can be applied to both univariate random variables and multivariate random vectors. Details of the method can be found in Rajen D. Shah and Jonas Peters: The Hardness of Conditional Independence Testing and the Generalised Covariance Measure, Annals of Statistics 48(3), 1514--1538, 2020.
Authors:
GeneralisedCovarianceMeasure_0.2.0.tar.gz
GeneralisedCovarianceMeasure_0.2.0.zip(r-4.5)GeneralisedCovarianceMeasure_0.2.0.zip(r-4.4)GeneralisedCovarianceMeasure_0.2.0.zip(r-4.3)
GeneralisedCovarianceMeasure_0.2.0.tgz(r-4.4-any)GeneralisedCovarianceMeasure_0.2.0.tgz(r-4.3-any)
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GeneralisedCovarianceMeasure_0.2.0.tgz(r-4.4-emscripten)GeneralisedCovarianceMeasure_0.2.0.tgz(r-4.3-emscripten)
GeneralisedCovarianceMeasure.pdf |GeneralisedCovarianceMeasure.html✨
GeneralisedCovarianceMeasure/json (API)
| # Install 'GeneralisedCovarianceMeasure' in R: |
| install.packages('GeneralisedCovarianceMeasure', repos = c('https://jonaspet.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:6a4b867ccc. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win | OK | Nov 13 2024 |
| R-4.5-linux | OK | Nov 13 2024 |
| R-4.4-win | OK | Nov 13 2024 |
| R-4.4-mac | OK | Nov 13 2024 |
| R-4.3-win | OK | Nov 13 2024 |
| R-4.3-mac | OK | Nov 13 2024 |
Exports:comp.residsgcm.test
Dependencies:CVSTdata.tablejsonlitekernlablatticeMatrixmgcvnlmexgboost
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Wrapper function to computing residuals from a regression method | comp.resids |
| Test for Conditional Independence Based on the Generalized Covariance Measure (GCM) | gcm.test |
| Package for testing conditional independence based on the Generalized Covariance Measure (GCM) | GeneralisedCovarianceMeasure-package GeneralisedCovarianceMeasure |