Type: Package
Package: weightedGCM
Title: Weighted Generalised Covariance Measure Conditional Independence
        Test
Version: 0.1.1
Authors@R: 
    c(person(given = "Cyrill",
             family = "Scheidegger",
             role = c("aut", "cre", "cph"),
             email = "cyrill.scheidegger@stat.math.ethz.ch"),
      person(given = "Julia",
             family = "Hoerrmann",
             role = "ths"),
      person(given = "Peter",
             family = "Buehlmann",
             role = "ths"),
      person(given = "Jonas",
             family = "Peters",
             role = c("ctb", "cph"),
             comment = "Parts of the code are inspired by similar functions from the  R package
             'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah"),
      person(given = "Rajen D.",
             family = "Shah",
             role = c("ctb", "cph"),
             comment = "Parts of the code are inspired by similar functions from the  R package
             'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah"))
Description: A conditional independence test that can be applied both to
    univariate and multivariate random variables. The test is based on a
    weighted form of the sample covariance of the residuals after a
    nonlinear regression on the conditioning variables. Details are
    described in Scheidegger, Hoerrmann and Buehlmann (2022) "The Weighted
    Generalised Covariance Measure" <http://jmlr.org/papers/v23/21-1328.html>.
    The test is a generalisation of the Generalised Covariance Measure (GCM)
    implemented in the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and
    Rajen D. Shah based on Shah and Peters (2020) "The Hardness of
    Conditional Independence Testing and the Generalised Covariance
    Measure" <doi:10.1214/19-AOS1857>.
License: GPL-2
Imports: methods, mgcv, stats, xgboost (>= 3.1.2.1)
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2025-12-12 10:34:02 UTC; scyrill
Author: Cyrill Scheidegger [aut, cre, cph],
  Julia Hoerrmann [ths],
  Peter Buehlmann [ths],
  Jonas Peters [ctb, cph] (Parts of the code are inspired by similar
    functions from the R package 'GeneralisedCovarianceMeasure' by
    Jonas Peters and Rajen D. Shah),
  Rajen D. Shah [ctb, cph] (Parts of the code are inspired by similar
    functions from the R package 'GeneralisedCovarianceMeasure' by
    Jonas Peters and Rajen D. Shah)
Maintainer: Cyrill Scheidegger <cyrill.scheidegger@stat.math.ethz.ch>
Repository: CRAN
Date/Publication: 2025-12-12 10:50:02 UTC
Built: R 4.6.0; ; 2026-04-27 21:04:05 UTC; unix
