Test for conditional independence in the multivariate normal distribution.
A list with elements
A specification of the test to be made. The tests are of the form
u and v are independent condionally on S where u and v are variables and
S is a set of variables. See 'details' for details about specification of
The test statistic to be used, valid choices are
set can be 1) a vector or 2) a right-hand sided formula in which
variables are separated by '+'. In either case, it is tested if the first
two variables in the
set are conditionally independent given the
remaining variables in
set. (Notice an abuse of the '+' operator in
the right-hand sided formula: The order of the variables does matter.)
NULL then it is tested whether the first two
variables are conditionally independent given the remaining variables.
x must be a list with components
n.obs such as
returned by calling
cov.wt( , method='ML') on a dataframe.
An object of class 'citest' (which is a list).
Søren Højsgaard, firstname.lastname@example.org
1 2 3
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.