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ghcm

Functional Conditional Independence Testing with the GHCM

Installation

About

A statistical hypothesis test for conditional independence. Given residuals from a sufficiently powerful regression, it tests whether the covariance of the residuals is vanishing. It can be applied to both discretely-observed functional data and multivariate data. Details of the method can be found in Anton Rask Lundborg, Rajen D. Shah and Jonas Peters (2021) .

github.com/arlundborg/ghcm
Bug report File report

Key Metrics

Version 3.0.0
R ≥ 4.0.0
Published 2022-02-20 799 days ago
Needs compilation? yes
License MIT
License File
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Maintainer

Maintainer

Anton Rask Lundborg

a.lundborg@statslab.cam.ac.uk

Authors

Anton Rask Lundborg

aut / cre

Rajen D. Shah

aut

Jonas Peters

aut

Material

README
NEWS
Reference manual
Package source

Vignettes

ghcm

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ghcm archive

Depends

R ≥ 4.0.0

Imports

graphics
MASS
refund
stats
utils
CompQuadForm
Rcpp
splines

Suggests

testthat
knitr
rmarkdown
bookdown
GeneralisedCovarianceMeasure
ggplot2
reshape2
dplyr
tidyr

LinkingTo

Rcpp