Functional Conditional Independence Testing with the GHCM

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) .


Reference manual

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1.0.0 by Anton Rask Lundborg, a month ago

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Authors: Anton Rask Lundborg [aut, cre] , Rajen D. Shah [aut] , Jonas Peters [aut]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports graphics, MASS, refund, stats, utils

Suggests testthat, knitr, rmarkdown, bookdown, GeneralisedCovarianceMeasure, ggplot2, reshape2

See at CRAN