GeneralisedCovarianceMeasure: Package for testing conditional independence based on the...

GeneralisedCovarianceMeasureR Documentation

Package for testing conditional independence based on the Generalized Covariance Measure (GCM)

Description

Contains the function gcm.test that can be used for performing a conditional independence test based on the GCM.

Author(s)

Jonas Peters jonas.peters@math.ku.dk, Rajen D. Shah

References

Please cite the following paper. Rajen D. Shah, Jonas Peters: "The Hardness of Conditional Independence Testing and the Generalised Covariance Measure" https://arxiv.org/abs/1804.07203


GeneralisedCovarianceMeasure documentation built on March 24, 2022, 9:05 a.m.