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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.0.1 |
rolling source/ R- | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
rolling linux/jammy R-4.5 | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
rolling linux/noble R-4.5 | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
latest source/ R- | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
latest linux/jammy R-4.5 | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
latest linux/noble R-4.5 | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
2026-04-23 source/ R- | ghcm_3.0.1.tar.gz |
2.9 MiB |
3.0.1 |
2026-04-09 windows/windows R-4.5 | ghcm_3.0.1.zip |
3.2 MiB |
3.0.1 |
2025-04-20 source/ R- | ghcm_3.0.1.tar.gz |
2.9 MiB |