GeneralisedCovarianceMeasure

A statistical hypothesis test for conditional independence. It performs nonlinear regressions on the conditioning variable and then tests for a vanishing covariance between the resulting residuals. It can be applied to both univariate random variables and multivariate random vectors. Details of the method can be found in Rajen D. Shah and Jonas Peters: The Hardness of Conditional Independence Testing and the Generalised Covariance Measure, Annals of Statistics 48(3), 1514–1538, 2020.

Last 30 days

This package has been downloaded 204 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 25 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,305 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Nov 11, 2024 with 26 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.