Nonlinear Conditional Independence Tests
Wrapper function for conditional independence tests.
Fishers test to test whether the exceedance of the conditional quantil...
F-test for a nested model comparison.
Invariant conditional quantile prediction.
Invariant environment prediction.
Invariant residual distribution test.
Invariant target prediction.
Kernel conditional independence test.
Kolmogorov-Smirnov test to compare residual distributions
Levene and wilcoxon test to compare first and second moments of residu...
Proportion test to compare two misclassification rates.
Residual prediction test.
Wilcoxon test to compare two mean squared error rates.
Code for a variety of nonlinear conditional independence tests: Kernel conditional independence test (Zhang et al., UAI 2011, <arXiv:1202.3775>), Residual Prediction test (based on Shah and Buehlmann, <arXiv:1511.03334>), Invariant environment prediction, Invariant target prediction, Invariant residual distribution test, Invariant conditional quantile prediction (all from Heinze-Deml et al., <arXiv:1706.08576>).
Useful links