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) .


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install.packages("ghcm")

1.0.0 by Anton Rask Lundborg, a month ago


https://github.com/arlundborg/ghcm


Report a bug at https://github.com/arlundborg/ghcm/issues


Browse source code at https://github.com/cran/ghcm


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