weightedGCM
Weighted Generalised Covariance Measure Conditional Independence Test
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 (2022) "The Weighted Generalised Covariance Measure" <http://jmlr.org/papers/v23/21-1328.html>. 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:10.1214/19-AOS1857>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | weightedGCM_0.1.1.tar.gz |
36.7 KiB |
0.1.1 |
rolling linux/noble R-4.5 | weightedGCM_0.1.1.tar.gz |
36.6 KiB |
0.1.1 |
rolling source/ R- | weightedGCM_0.1.1.tar.gz |
7.0 KiB |
0.1.1 |
latest linux/jammy R-4.5 | weightedGCM_0.1.1.tar.gz |
36.7 KiB |
0.1.1 |
latest linux/noble R-4.5 | weightedGCM_0.1.1.tar.gz |
36.6 KiB |
0.1.1 |
latest source/ R- | weightedGCM_0.1.1.tar.gz |
7.0 KiB |
0.1.1 |
2026-04-26 source/ R- | weightedGCM_0.1.1.tar.gz |
7.0 KiB |
0.1.1 |
2026-04-23 source/ R- | weightedGCM_0.1.1.tar.gz |
7.0 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | weightedGCM_0.1.1.zip |
39.4 KiB |
0.1.0 |
2025-04-20 source/ R- | weightedGCM_0.1.0.tar.gz |
7.9 KiB |