Package: ghcm 3.0.1

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>.

Authors:Anton Rask Lundborg [aut, cre], Rajen D. Shah [aut], Jonas Peters [aut]

ghcm_3.0.1.tar.gz
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ghcm_3.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ghcm/json (API)

# Install 'ghcm' in R:

install.packages('ghcm', repos = c('https://arlundborg.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/arlundborg/ghcm/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

ghcm_sim_data - GHCM simulated data
ghcm_sim_data_irregular - GHCM simulated data

On CRAN:

cpp

3.78 score 12 scripts 352 downloads 1 exports 2 dependencies

Last updated from:efda811e66. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	115
linux-devel-x86_64	OK	148
source / vignettes	OK	235
linux-release-arm64	OK	153
linux-release-x86_64	OK	144
macos-release-arm64	OK	168
macos-release-x86_64	OK	328
macos-oldrel-arm64	OK	194
macos-oldrel-x86_64	OK	233
windows-devel-arm64	OK	338
windows-devel-x86_64	OK	170
windows-release-arm64	OK	334
windows-release-x86_64	OK	110
windows-oldrel-x86_64	OK	118
wasm-release	OK	108

Exports:ghcm_test

Dependencies:CompQuadForm Rcpp

Getting started with ghcm

Introduction | The Generalised Hilbertian Covariance Measure (GHCM) | Example applications on a simulated dataset | The GHCM with regular functional data | Testing independence of scalar variables given functional variables | Testing independence of a scalar and functional variable given a functional variable | Testing independence of functional variables given a functional variable | The GHCM with irregular functional data | Bibliography

Rendered fromghcm.Rmdusingknitr::rmarkdown

Last update: 2023-11-02
Started: 2020-07-11

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
ghcm: A package for Functional Conditional Independence Testing	ghcm
GHCM simulated data	ghcm_sim_data ghcm_sim_data_irregular
Conditional Independence Test using the GHCM	ghcm_test
Computes the matrix of L2 inner products of the splines given in list_of_splines as produced by splines::interpSpline. The splines are assumed to be functions on the interval [from, to].	inner_product_matrix_splines