comp.resids | R Documentation |
This function is used for the GCM test. Other methods can be added.
comp.resids(V, Z, regr.pars, regr.method)
V |
A (nxp)-dimensional matrix (or data frame) with n observations of p variables. |
Z |
A (nxp)-dimensional matrix (or data frame) with n observations of p variables. |
regr.pars |
Some regression methods require a list of additional options. |
regr.method |
A string indicating the regression method that is used. Currently implemented are "gam", "xgboost", "kernel.ridge", "nystrom". The regression is performed only if not both resid.XonZ and resid.YonZ are set to NULL. |
Vector of residuals.
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
set.seed(1) n <- 250 Z <- 4*rnorm(n) X <- 2*sin(Z) + rnorm(n) res <- comp.resids(X, Z, regr.pars = list(), regr.method = "gam")
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