Covariance Measure Tests for Conditional Independence
Covariance measure tests with formula interface
Generalised covariance measure test
Kernel generalised covariance measure test
Projected covariance measure test for conditional mean independence
Equivalence test for the parameter in a partially linear model
Plotting methods for COMETs
Implemented regression methods
GCM test with pre-computed residuals
Weighted Generalised covariance measure test
Covariance measure tests for conditional independence testing against conditional covariance and nonlinear conditional mean alternatives. The package implements 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:10.1214/24-AOS2447>). The tram-GCM test, for censored responses, is implemented including the Cox model and survival forests (Kook et al., 2024, <doi:10.1080/01621459.2024.2395588>). Application examples to variable significance testing and modality selection can be found in Kook and Lundborg (2024, <doi:10.1093/bib/bbae475>).