Type: Package
Package: weightedGCM
Title: Weighted Generalised Covariance Measure Conditional Independence
        Test
Version: 0.1.2
Authors@R: 
    c(person(given = "Cyrill",
             family = "Scheidegger",
             role = c("aut", "cre", "cph"),
             email = "cyscheidegger@gmail.com"),
      person(given = "Julia",
             family = "Hoerrmann",
             role = "ths"),
      person(given = "Peter",
             family = "Buehlmann",
             role = "ths"),
      person(given = "Jonas",
             family = "Peters",
             role = c("ctb", "cph"),
             comment = "Parts of the code are inspired by similar functions from the  R package
             'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah"),
      person(given = "Rajen D.",
             family = "Shah",
             role = c("ctb", "cph"),
             comment = "Parts of the code are inspired by similar functions from the  R package
             'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah"))
Description: 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>.
License: GPL-2
Imports: methods, mgcv, stats, xgboost (>= 3.1.2.1)
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Encoding: UTF-8
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-10-04 10:34:45 UTC; root
Author: Cyrill Scheidegger [aut, cre, cph], Julia Hoerrmann [ths],
        Peter Buehlmann [ths], Jonas Peters [ctb, cph] (Parts of the
        code are inspired by similar functions from the R package
        'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D.
        Shah), Rajen D. Shah [ctb, cph] (Parts of the code are inspired
        by similar functions from the R package
        'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D.
        Shah)
Maintainer: Cyrill Scheidegger <cyscheidegger@gmail.com>
Config/pak/sysreqs: make
Repository: https://cyrillsch.r-universe.dev
Date/Publication: 2026-09-04 09:45:50 UTC
RemoteUrl: https://github.com/cran/weightedGCM
RemoteRef: HEAD
RemoteSha: db3c1f74f4530046946cbb3f5e87b3dfb4e94828