The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
A conditional independence test that can be applied both to univariate and multivariate random variables. The test is based on a weighted form of the sample covariance of the residuals after a nonlinear regression on the conditioning variables. Details are described in Scheidegger, Hoerrmann and Buehlmann (2021) "The Weighted Generalised Covariance Measure" <doi:10.48550/arXiv.2111.04361>. The test is a generalisation of the Generalised Covariance Measure (GCM) implemented in the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah based on Shah and Peters (2020) "The Hardness of Conditional Independence Testing and the Generalised Covariance Measure" <doi:10.48550/arXiv.1804.07203>.
| Version: | 0.1.0 |
| Imports: | GeneralisedCovarianceMeasure, methods, mgcv, stats, xgboost |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2021-11-29 |
| DOI: | 10.32614/CRAN.package.weightedGCM |
| Author: | Cyrill Scheidegger [aut, cre], Julia Hoerrmann [ths], Peter Buehlmann [ths], Jonas Peters [ctb, cph] (The code in 'trainFunctions.R' is copied (with small modifications) from the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah), Rajen D. Shah [ctb, cph] (The code in 'trainFunctions.R' is copied (with small modifications) from the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah) |
| Maintainer: | Cyrill Scheidegger <cyrill.scheidegger at stat.math.ethz.ch> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | weightedGCM results |
| Reference manual: | weightedGCM.pdf |
| Package source: | weightedGCM_0.1.0.tar.gz |
| Windows binaries: | r-devel: weightedGCM_0.1.0.zip, r-release: weightedGCM_0.1.0.zip, r-oldrel: weightedGCM_0.1.0.zip |
| macOS binaries: | r-release (arm64): weightedGCM_0.1.0.tgz, r-oldrel (arm64): weightedGCM_0.1.0.tgz, r-release (x86_64): weightedGCM_0.1.0.tgz, r-oldrel (x86_64): weightedGCM_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=weightedGCM to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.