ARLundborg/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 (2022) <doi:10.1111/rssb.12544>.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 3.0.1 |
| URL | https://github.com/arlundborg/ghcm |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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