Package: comets 0.0-3
comets: Covariance Measure Tests for Conditional Independence
Covariance measure tests for conditional independence testing against conditional covariance and nonlinear conditional mean alternatives. Contains versions of the generalised covariance measure test (Shah and Peters, 2020, <doi:10.1214/19-aos1857>) and projected covariance measure test (Lundborg et al., 2023, <doi:10.48550/arXiv.2211.02039>). Applications can be found in Kook and Lundborg (2024, <doi:10.48550/arXiv.2402.14416>).
Authors:
comets_0.0-3.tar.gz
comets_0.0-3.zip(r-4.5)comets_0.0-3.zip(r-4.4)comets_0.0-3.zip(r-4.3)
comets_0.0-3.tgz(r-4.4-any)comets_0.0-3.tgz(r-4.3-any)
comets_0.0-3.tar.gz(r-4.5-noble)comets_0.0-3.tar.gz(r-4.4-noble)
comets_0.0-3.tgz(r-4.4-emscripten)comets_0.0-3.tgz(r-4.3-emscripten)
comets.pdf |comets.html✨
comets/json (API)
# Install 'comets' in R: |
install.packages('comets', repos = c('https://lucaskook.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/lucaskook/comets/issues
Last updated 14 days agofrom:3863849dc3. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Sep 04 2024 |
R-4.5-win | OK | Sep 04 2024 |
R-4.5-linux | OK | Sep 04 2024 |
R-4.4-win | OK | Sep 04 2024 |
R-4.4-mac | OK | Sep 04 2024 |
R-4.3-win | OK | Sep 04 2024 |
R-4.3-mac | OK | Sep 04 2024 |
Exports:cometgcmpcmplm_equiv_testwgcm
Dependencies:codetoolscoinforeachFormulaglmnetiteratorslatticelibcoinMASSMatrixmatrixStatsmodeltoolsmultcompmvtnormrangerRcppRcppEigensandwichshapesurvivalTH.datazoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Covariance measure tests with formula interface | comet |
Generalised covariance measure test | gcm |
Projected covariance measure test for conditional mean independence | pcm |
Equivalence test for the parameter in a partially linear model | plm_equiv_test |
Plotting methods for COMETs | plot.gcm plot.pcm plot.wgcm |
Implemented regression methods | cox lasso lrm postlasso qrf rf ridge survforest |
Weighted Generalised covariance measure test | wgcm |