Package: comets 0.1-0
Lucas Kook
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:10.1093/bib/bbae475>).
Authors:
comets_0.1-0.tar.gz
comets_0.1-0.tar.gz(r-4.5-noble)comets_0.1-0.tar.gz(r-4.4-noble)
comets_0.1-0.tgz(r-4.4-emscripten)comets_0.1-0.tgz(r-4.3-emscripten)
comets.pdf |comets.html✨
comets/json (API)
| # Install 'comets' in R: |
| install.packages('comets', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/lucaskook/comets/issues
Last updated 20 days agofrom:257e67935b. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 06 2024 |
| R-4.5-linux | OK | Dec 06 2024 |
Exports:cometcometsgcmpcmplm_equiv_testrgcmwgcm
Dependencies:codetoolscoinforeachFormulaglmnetiteratorslatticelibcoinMASSMatrixmatrixStatsmodeltoolsmultcompmvtnormrangerRcppRcppEigensandwichshapesurvivalTH.datazoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Covariance measure tests with formula interface | comet comets |
| 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 glrm lasso lrm postlasso qrf rf ridge survforest |
| GCM test with pre-computed residuals | rgcm |
| Weighted Generalised covariance measure test | wgcm |
