Package: weightedGCM 0.1.1
weightedGCM: Weighted Generalised Covariance Measure Conditional Independence Test
A conditional independence test that can be applied both to univariate and multivariate random variables. The test is based on a weighted form of the sample covariance of the residuals after a nonlinear regression on the conditioning variables. Details are described in Scheidegger, Hoerrmann and Buehlmann (2022) "The Weighted Generalised Covariance Measure" <http://jmlr.org/papers/v23/21-1328.html>. The test is a generalisation of the Generalised Covariance Measure (GCM) implemented in the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah based on Shah and Peters (2020) "The Hardness of Conditional Independence Testing and the Generalised Covariance Measure" <doi:10.1214/19-AOS1857>.
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weightedGCM_0.1.1.tar.gz
weightedGCM_0.1.1.zip(r-4.7)weightedGCM_0.1.1.zip(r-4.6)weightedGCM_0.1.1.zip(r-4.5)
weightedGCM_0.1.1.tgz(r-4.6-any)weightedGCM_0.1.1.tgz(r-4.5-any)
weightedGCM_0.1.1.tar.gz(r-4.7-any)weightedGCM_0.1.1.tar.gz(r-4.6-any)
weightedGCM_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
weightedGCM/json (API)
NEWS
| # Install 'weightedGCM' in R: |
| install.packages('weightedGCM', repos = c('https://cyrillsch.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 from:dda298d90f. Checks:9 OK. Indexed: yes.
