weightedGCM

0.1.1

Weighted Generalised Covariance Measure Conditional Independence Test

0packages depend

2.8Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Cyrill ScheideggerFirst published 2021-11-292 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("weightedGCM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-weightedgcm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-weightedGCM

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-weightedGCM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.2 min · r-devel-linux-x86_64-fedora-gcc

Code health

Yes

Tests · ratio 0.32

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-06-08
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-07
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.8K

CRAN downloads in the past year

Rank #16,555 · ~8/day · ~232/mo

weightedGCM Source Releases R versions

Daily download trend is not available in this view yet.

28430 days

68990 days

2.8K1 year

Compare downloads with other packages →

Also on110 r2u7 autocran

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (4)

methodsmgcvstatsxgboost

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 584 (81%)Rd 139 (19%)

Code characteristics

Cyclomatic complexity: 3.0 median / 9 max
Test cases: 7 / 0.32 per code line
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

15 2 exported

Complexity

3.3 avg / 9 max

Call network

15 nodes / 20 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (5)

Maintainer (1)

Cyrill Scheidegger

Author, Maintainer, Copyright holder

Authors (1)

Cyrill Scheidegger

Author, Maintainer, Copyright holder

Contributors (2)

Jonas Peters

Contributor, Copyright holder

Rajen D. Shah

Contributor, Copyright holder

Cyrill Scheidegger

Author, Maintainer, Copyright holder

Jonas Peters

Contributor, Copyright holder

Rajen D. Shah

Contributor, Copyright holder

Other (2)

Peter Buehlmann

Thesis advisor

Julia Hoerrmann

Thesis advisor

Release timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.1Latest
2025-12-12 · current release · 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
2021-11-29
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-11-29
Total releases: 2 / 5 yrs
License: GPL-2 OSI
Download size: 7.1 KB
Installed size: not tracked yet
With dependencies: not tracked yet