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 (2022)
ghcm is a package to perform conditional independence tests on functional data.
For usage examples, see the package vignette.
The development version can be installed from GitHub with:
# install.packages("devtools")
devtools::install_github("ARLundborg/ghcm")