comet

comets

Covariance measure tests with formula interface

Covariance measure tests for conditional independence testing
against conditional covariance and nonlinear conditional mean alternatives.
The package implements 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:10.1214/24-AOS2447>). The
tram-GCM test, for censored responses, is implemented including the Cox
model and survival forests (Kook et al., 2024,
<doi:10.1080/01621459.2024.2395588>). Application examples to variable
significance testing and modality selection can be found in Kook and
Lundborg (2024, <doi:10.1093/bib/bbae475>).

Lucas Kook

Covariance Measure Tests for Conditional Independence

Anton Rask Lundborg

comet function

<dl><dt>formula</dt>
<dd>Formula of the form <code>Y ~ X | Z</code> for testing Y independent
of X given Z.</dd>
<dt>data</dt>
<dd>Data.frame containing the variables in <code>formula</code>.</dd>
<dt>test</dt>
<dd>Character string; <code>"gcm"</code>, <code>"pcm"</code>, or <code>"wgcm"</code>.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code>test</code>.</dd></dl>

Arguments

Covariance measure tests with formula interface — comet

<dl>

<dt>formula</dt>
<dd>Formula of the form <code>Y ~ X | Z</code> for testing Y independent
of X given Z.</dd>


<dt>data</dt>
<dd>Data.frame containing the variables in <code>formula</code>.</dd>


<dt>test</dt>
<dd>Character string; <code>"gcm"</code>, <code>"pcm"</code>, or <code>"wgcm"</code>.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code>test</code>.</dd>

</dl>

comet: Covariance measure tests with formula interface

Description

Usage

Value

Arguments

Details

References

Examples