ericstrobl/RCIT: The Randomized Conditional Independence Test (RCIT) and the Randomized conditional Correlation Test (RCoT)

RCIT and RCoT are approximate conditional independence tests that use random Fourier features taken from the same class of reproducing kernel Hilbert spaces used by KCIT. RCIT and RCoT are therefore significantly faster than KCIT while at least as accurate.

Getting started

Package details

AuthorEric V. Strobl
MaintainerEric V. Strobl <[email protected]>
LicenseCC BY-NC 4.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
ericstrobl/RCIT documentation built on Dec. 22, 2018, 6:05 p.m.