rgcm: GCM test with pre-computed residuals

Description

GCM test with pre-computed residuals

rgcm(
  rY,
  rX,
  alternative = "two.sided",
  coin = FALSE,
  B = 499L,
  type = c("quadratic", "max", "scalar"),
  ...
)

Object of class 'gcm' and 'htest' with the following components:

statistic: The value of the test statistic.
p.value: The p-value for the hypothesis
parameter: In case X is multidimensional, this is the degrees of freedom used for the chi-squared test.
hypothesis: String specifying the null hypothesis.
null.value: String specifying the null hypothesis.
method: The string "Generalised covariance measure test".
data.name: A character string giving the name(s) of the data.
rY: Residuals for the Y on Z regression.
rX: Residuals for the X on Z regression.

rY: Vector or matrix of response values.
rX: Matrix or data.frame of covariates.
alternative: A character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". Only applies if type = "quadratic" and Y and X are one-dimensional.
coin: Logical; whether or not to use the coin package for computing the test statistic and p-value. The coin package computes variances with n - 1 degrees of freedom. The default is TRUE.
B: Number of bootstrap samples. Only applies if type = "max" is used.
type: Type of test statistic, either "quadratic" (default) or "max". If "max" is specified, the p-value is computed based on a bootstrap approximation of the null distribution with B samples.
...: Further arguments passed to independence_test().