rgcm: GCM test with pre-computed residuals

In comets: Covariance Measure Tests for Conditional Independence

GCM test with pre-computed residuals

Description

GCM test with pre-computed residuals

Usage

rgcm(
  rY,
  rX,
  alternative = "two.sided",
  coin = FALSE,
  B = 499L,
  type = c("quadratic", "max", "scalar"),
  ...
)

Arguments

rY	Vector or matrix of response values.
rX	Matrix or data.frame of covariates.
alternative	A character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". Only applies if type = "quadratic" and Y and X are one-dimensional.
coin	Logical; whether or not to use the coin package for computing the test statistic and p-value. The coin package computes variances with n - 1 degrees of freedom. The default is TRUE.
B	Number of bootstrap samples. Only applies if type = "max" is used.
type	Type of test statistic, either "quadratic" (default) or "max". If "max" is specified, the p-value is computed based on a bootstrap approximation of the null distribution with B samples.
...	Further arguments passed to independence_test().

Value

Object of class 'gcm' and 'htest' with the following components:

statistic	The value of the test statistic.
p.value	The p-value for the hypothesis
parameter	In case X is multidimensional, this is the degrees of freedom used for the chi-squared test.
hypothesis	String specifying the null hypothesis.
null.value	String specifying the null hypothesis.
method	The string "Generalised covariance measure test".
data.name	A character string giving the name(s) of the data.
rY	Residuals for the Y on Z regression.
rX	Residuals for the X on Z regression.

comets documentation built on Nov. 5, 2025, 5:09 p.m.