Test for Conditional Independence Based on the Generalized Covariance Measure (GCM)


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Documentation for package ‘GeneralisedCovarianceMeasure’ version 0.2.0

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GeneralisedCovarianceMeasure-package Package for testing conditional independence based on the Generalized Covariance Measure (GCM)
comp.resids Wrapper function to computing residuals from a regression method
gcm.test Test for Conditional Independence Based on the Generalized Covariance Measure (GCM)
GeneralisedCovarianceMeasure Package for testing conditional independence based on the Generalized Covariance Measure (GCM)