fTestTargetY

Predictions for Y based on predictors in X only.

predictedOnlyX

Predictions for Y based on predictors in X and E.

predictedXE

Set to <code>TRUE</code> if output should be printed.

verbose

The dimensions of X (df) and E (dimE) need to be passed via the ...
argument to allow for coherent interface of fTestTargetY and wilcoxTestTargetY.

Used as a subroutine in <code>InvariantTargetPrediction</code> to test
whether out-of-sample prediction performance is better when using X and E as predictors for Y,
compared to using X only.

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>).

fTestTargetY: F-test for a nested model comparison.

Description

Usage

Arguments

Value