Nonlinear Conditional Independence Tests


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Documentation for package ‘CondIndTests’ version 0.1.5

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CondIndTest Wrapper function for conditional independence tests.
fishersTestExceedance Fishers test to test whether the exceedance of the conditional quantiles is independent of the categorical variable E.
fTestTargetY F-test for a nested model comparison.
InvariantConditionalQuantilePrediction Invariant conditional quantile prediction.
InvariantEnvironmentPrediction Invariant environment prediction.
InvariantResidualDistributionTest Invariant residual distribution test.
InvariantTargetPrediction Invariant target prediction.
KCI Kernel conditional independence test.
ksResidualDistributions Kolmogorov-Smirnov test to compare residual distributions
leveneAndWilcoxResidualDistributions Levene and wilcoxon test to compare first and second moments of residual distributions
propTestTargetE Proportion test to compare two misclassification rates.
ResidualPredictionTest Residual prediction test.
wilcoxTestTargetY Wilcoxon test to compare two mean squared error rates.