ghcm
Functional Conditional Independence Testing with the GHCM
v3.0.1
·
Nov 2, 2023
·
MIT + file LICENSE
Description
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>.
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