comets

MaRDI QIDQ5976493CRANFDO

Authors Lucas Kook

Last update 5 November 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 0.0-1, PACKAGES.rds, 0.0-2, 0.0-3, 0.1-0, 0.1-1, 0.2-1, 0.2-2

Description

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>).

Cites work

• Algorithm-agnostic significance testing in supervised learning with multimodal data
• Model-Based Causal Feature Selection for General Response Types
• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
• The projected covariance measure for assumption-lean variable significance testing

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