GeneralisedCovarianceMeasure

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Test for Conditional Independence Based on the Generalized Covariance Measure (GCM)

Jonas Peters

Last update: 24 March 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.2.0

Official website: https://cran.r-project.org/web/packages/GeneralisedCovarianceMeasure/index.html

Source code repository: https://github.com/cran/GeneralisedCovarianceMeasure

Described by source

• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure

Cited In (45)

• Knockpy
• Minimax optimal conditional independence testing
• cpi
• pyhrt
• Impossible inference in econometrics: theory and applications
• Extending greedy feature selection algorithms to multiple solutions
• The Holdout Randomization Test for Feature Selection in Black Box Models
• DoubleML
• Boruta
• TETRAD
• DirectLiNGAM
• QuickMMCTest
• hdm
• InvariantCausalPrediction
• greedyBAPs
• dHSIC
• CorrT
• conformalInference
• SCENIC
• miLineage
• miProfile
• JCI
• Asymptotic distributions of high-dimensional distance correlation inference
• SEPP
• IndepTest
• XICOR
• FlipTest
• DGCIT
• EconML
• functionalmf
• GRPtests
• DeepPINK
• KnockoffGAN
• Comment: Statistical inference from a predictive perspective
• Testing conditional independence in supervised learning algorithms
• weightedGCM
• FOCI
• USP
• Optimal rates for independence testing via \(U\)-statistic permutation tests
• Comment: Reflections on the Deconfounder
• Rejoinder: Models as approximations
• DEX
• lmtp
• tramnet
• HellCor

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