Name : R-weightedGCM
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Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.1.11
| Date : 2024-06-14 11:49:45
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Group : Development/Libraries/Other
| Source RPM : R-weightedGCM-0.1.0-lp153.1.11.src.rpm
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Size : 0.04 MB
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Packager : (none)
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Summary : Weighted Generalised Covariance Measure Conditional Independence Test
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Description :
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 (2021) \"The Weighted Generalised Covariance Measure\" < arXiv:2111.04361>. 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\" < arXiv:1804.07203>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |