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CondIndTests (version 0.1.5)

Nonlinear Conditional Independence Tests

Description

Code for a variety of nonlinear conditional independence tests: Kernel conditional independence test (Zhang et al., UAI 2011, ), Residual Prediction test (based on Shah and Buehlmann, ), Invariant environment prediction, Invariant target prediction, Invariant residual distribution test, Invariant conditional quantile prediction (all from Heinze-Deml et al., ).

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install.packages('CondIndTests')

Monthly Downloads

240

Version

0.1.5

License

GPL

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Repository

https://github.com/christinaheinze/nonlinearICP-and-CondIndTests

Maintainer

Christina Heinze-Deml

Last Published

November 12th, 2019

Functions in CondIndTests (0.1.5)

InvariantResidualDistributionTest

Invariant residual distribution test.

leveneAndWilcoxResidualDistributions

Levene and wilcoxon test to compare first and second moments of residual distributions

InvariantConditionalQuantilePrediction

Invariant conditional quantile prediction.

propTestTargetE

Proportion test to compare two misclassification rates.

wilcoxTestTargetY

Wilcoxon test to compare two mean squared error rates.

ResidualPredictionTest

Residual prediction test.

fishersTestExceedance

Fishers test to test whether the exceedance of the conditional quantiles is independent of the categorical variable E.

InvariantTargetPrediction

Invariant target prediction.

ksResidualDistributions

Kolmogorov-Smirnov test to compare residual distributions

InvariantEnvironmentPrediction

Invariant environment prediction.

F-test for a nested model comparison.

Kernel conditional independence test.

Wrapper function for conditional independence tests.