Package: CondIndTests 0.1.5

Christina Heinze-Deml

CondIndTests: Nonlinear Conditional Independence Tests

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>).

Authors:Christina Heinze-Deml <[email protected]>, Jonas Peters <[email protected]>, Asbjoern Marco Sinius Munk <[email protected]>

CondIndTests_0.1.5.tar.gz
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CondIndTests.pdf |CondIndTests.html✨
CondIndTests/json (API)

# Install 'CondIndTests' in R:

install.packages('CondIndTests', repos = c('https://christinaheinze.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/christinaheinze/nonlinearicp-and-condindtests/issues

On CRAN:

4.91 score 17 stars 1 packages 32 scripts 205 downloads 13 exports 28 dependencies

Last updated 5 years agofrom:e6808046f2. Checks:OK: 3 NOTE: 4. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 30 2024
R-4.5-win	NOTE	Oct 30 2024
R-4.5-linux	NOTE	Oct 30 2024
R-4.4-win	NOTE	Oct 30 2024
R-4.4-mac	NOTE	Oct 30 2024
R-4.3-win	OK	Oct 30 2024
R-4.3-mac	OK	Oct 30 2024

Exports:CondIndTest fishersTestExceedance fTestTargetY InvariantConditionalQuantilePrediction InvariantEnvironmentPrediction InvariantResidualDistributionTest InvariantTargetPrediction KCI ksResidualDistributions leveneAndWilcoxResidualDistributions propTestTargetE ResidualPredictionTest wilcoxTestTargetY

Dependencies:bitops boot caTools codetools foreach glmnet iterators Kendall kernlab lattice lawstat MASS Matrix mgcv mize mvtnorm nlme pracma quantregForest randomForest rbibutils RColorBrewer Rcpp RcppEigen Rdpack RPtests shape survival

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Wrapper function for conditional independence tests.	CondIndTest
Fishers test to test whether the exceedance of the conditional quantiles is independent of the categorical variable E.	fishersTestExceedance
F-test for a nested model comparison.	fTestTargetY
Invariant conditional quantile prediction.	InvariantConditionalQuantilePrediction
Invariant environment prediction.	InvariantEnvironmentPrediction
Invariant residual distribution test.	InvariantResidualDistributionTest
Invariant target prediction.	InvariantTargetPrediction
Kernel conditional independence test.	KCI
Kolmogorov-Smirnov test to compare residual distributions	ksResidualDistributions
Levene and wilcoxon test to compare first and second moments of residual distributions	leveneAndWilcoxResidualDistributions
Proportion test to compare two misclassification rates.	propTestTargetE
Residual prediction test.	ResidualPredictionTest
Wilcoxon test to compare two mean squared error rates.	wilcoxTestTargetY