comets: Covariance Measure Tests for Conditional Independence

Covariance measure tests for conditional independence testing against conditional covariance and nonlinear conditional mean alternatives. Contains versions of the generalised covariance measure test (Shah and Peters, 2020, <doi:10.1214/19-aos1857>) and projected covariance measure test (Lundborg et al., 2023, <doi:10.48550/arXiv.2211.02039>). Applications can be found in Kook and Lundborg (2024, <doi:10.48550/arXiv.2402.14416>).

Version: 0.0-1
Imports: ranger, glmnet, Formula
Suggests: testthat (≥ 3.0.0), ggplot2, tidyr, dplyr
Published: 2024-02-26
Author: Lucas Kook [aut, cre], Anton Rask Lundborg [ctb]
Maintainer: Lucas Kook <lucasheinrich.kook at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: comets results

Documentation:

Reference manual: comets.pdf

Downloads:

Package source: comets_0.0-1.tar.gz
Windows binaries: r-devel: comets_0.0-1.zip, r-release: comets_0.0-1.zip, r-oldrel: comets_0.0-1.zip
macOS binaries: r-release (arm64): comets_0.0-1.tgz, r-oldrel (arm64): comets_0.0-1.tgz, r-release (x86_64): comets_0.0-1.tgz, r-oldrel (x86_64): comets_0.0-1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=comets to link to this page.