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weightedGCM

0.1.2Package record

Weighted Generalised Covariance Measure Conditional Independence Test

0packages depend
2.9Kdownloads / year
97.8%test coverage
13/13flavors OK

Overview

About

A conditional independence test that can be applied both to univariate and multivariate random variables. The test is based on a weighted form of the sample covariance of the residuals after a nonlinear regression on the conditioning variables. Details are described in Scheidegger, Hoerrmann and Buehlmann (2022) "The Weighted Generalised Covariance Measure" http://jmlr.org/papers/v23/21-1328.html. The test is a generalisation of the Generalised Covariance Measure (GCM) implemented in the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah based on Shah and Peters (2020) "The Hardness of Conditional Independence Testing and the Generalised Covariance Measure" doi:10.1214/19-AOS1857.

Changes in 0.1.2
  • Change the maintainer email address to a permanent personal address, as the

university address will expire.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-08
  • WARNING12 OK, 1 WARNING2026-06-07
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.2
READMEYes · 164 wordsVignettesNoNEWSYes · 100% structured · mentions 0.1.2Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
2
Examples that run
100%2 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

2.9K
CRAN downloads in the past year
Rank #14,752 · ~8/day · ~242/mo
Daily download trend is not available in this view yet.
35530 days
80090 days
2.9K1 year
Compare downloads with other packages →
Also on94 r2u2 autocran

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

Installing weightedGCM adds 3 packages (3 with compiled code, 8.2 MB of source tarballs). Heaviest: data.table 5.7 MB, xgboost 1.5 MB, jsonlite 1.0 MB.

Depends (0)
none
Imports (4)
methodsmgcvstatsxgboost
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (5)
Author, Maintainer since 0.1.0 (2021), Copyright holder
Contributor, Copyright holder
Parts of the code are inspired by similar functions from the R package 'GeneralisedCovarianceMeasure' by Jonas Peters…
Contributor, Copyright holder
Parts of the code are inspired by similar functions from the R package 'GeneralisedCovarianceMeasure' by Jonas Peters…
Thesis advisor
Thesis advisor
Releases (3)

Pick two releases to compare their code metrics.

  • 0.1.2Latest
    record
    2026-09-04 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.1
    record
    2025-12-12 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 0.1.0
    record
    2021-11-29
  • R
    R 4.1.0 released · 2021-05-18

Package metadata

First published
2021-11-29
Total releases
3 / 5 yrs
License
GPL-2 OSI
Download size
7.1 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("weightedGCM")
Scheidegger, C., Buehlmann, P., Hoerrmann, J., Peters, J., & Shah, R. D. (2026). weightedGCM: Weighted Generalised Covariance Measure Conditional Independence Test (Version 0.1.2) [Computer software]. https://doi.org/10.32614/CRAN.package.weightedGCM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for weightedGCM version 0.1.2 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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