ghcm: Functional Conditional Independence Testing with the GHCM

A statistical hypothesis test for conditional independence. Given residuals from a sufficiently powerful regression, it tests whether the covariance of the residuals is vanishing. It can be applied to both discretely-observed functional data and multivariate data. Details of the method can be found in Anton Rask Lundborg, Rajen D. Shah and Jonas Peters (2020) <arXiv:2101.07108>.

Package details

AuthorAnton Rask Lundborg [aut, cre], Rajen D. Shah [aut], Jonas Peters [aut]
MaintainerAnton Rask Lundborg <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the ghcm package in your browser

Any scripts or data that you put into this service are public.

ghcm documentation built on Jan. 25, 2021, 5:08 p.m.