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 (2020) <arXiv:2101.07108>.
Version: | 1.0.0 |
Depends: | R (≥ 4.0.0) |
Imports: | graphics, MASS, refund, stats, utils |
Suggests: | testthat, knitr, rmarkdown, bookdown, GeneralisedCovarianceMeasure, ggplot2, reshape2 |
Published: | 2021-01-25 |
Author: | Anton Rask Lundborg [aut, cre], Rajen D. Shah [aut], Jonas Peters [aut] |
Maintainer: | Anton Rask Lundborg <a.lundborg at statslab.cam.ac.uk> |
BugReports: | https://github.com/arlundborg/ghcm/issues |
License: | MIT + file LICENSE |
URL: | https://github.com/arlundborg/ghcm |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | ghcm results |
Reference manual: | ghcm.pdf |
Vignettes: |
ghcm |
Package source: | ghcm_1.0.0.tar.gz |
Windows binaries: | r-devel: ghcm_1.0.0.zip, r-release: ghcm_1.0.0.zip, r-oldrel: not available |
macOS binaries: | r-release: ghcm_1.0.0.tgz, r-oldrel: not available |
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