CondIndTests: Nonlinear Conditional Independence Tests

Code for a variety of nonlinear conditional independence tests: Kernel conditional independence test (Zhang et al., UAI 2011, <arXiv:1202.3775>), Residual Prediction test (based on Shah and Buehlmann, <arXiv:1511.03334>), Invariant environment prediction, Invariant target prediction, Invariant residual distribution test, Invariant conditional quantile prediction (all from Heinze-Deml et al., <arXiv:1706.08576>).

Getting started

Package details

AuthorChristina Heinze-Deml <[email protected]>, Jonas Peters <[email protected]>
MaintainerChristina Heinze-Deml <[email protected]>
Package repositoryView on CRAN
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CondIndTests documentation built on May 7, 2018, 5:04 p.m.