Description
Functional Conditional Independence Testing with the GHCM.
Description
A statistical hypothesis test for conditional independence. Given residuals from a sufficiently powerful regression, it tests whether the covariance of the residuals is vanishing. It can be applied to both discretely-observed functional data and multivariate data. Details of the method can be found in Anton Rask Lundborg, Rajen D. Shah and Jonas Peters (2022) <doi:10.1111/rssb.12544>.
README.md
ghcm
ghcm is a package to perform conditional independence tests on functional data.
For usage examples, see the package vignette.
Installation
The development version can be installed from GitHub with:
# install.packages("devtools")
devtools::install_github("ARLundborg/ghcm")