ci_test_statistic

An object of type <code>lg</code>, as produced by the
<code>lg_main</code>-function

lg_object

The <code>h</code>-function used in the calculation of the test statistic.
The default value is <code>h(x) = x^2</code>.

The integration area in the test statistic. Logical function that
takes grid points as argument.

Calculate the test statistic in the test for conditional independence between
the first two variables in the data set, given the remaining variables.

An implementation of locally Gaussian distributions. It provides methods for
implementing locally Gaussian multivariate density estimation, conditional density
estimation, various independence tests for iid and time series data, a test for conditional
independence and a test for financial contagion.

ci_test_statistic: Calculate the value of the test statistic for the conditional independence test

Description

Usage

Arguments