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Covariance measure tests for conditional independence testing against conditional covariance and nonlinear conditional mean alternatives. Contains versions of the generalised covariance measure test (Shah and Peters, 2020, doi:10.1214/19-aos1857) and projected covariance measure test (Lundborg et al., 2023, doi:10.48550/arXiv.2211.02039). Applications can be found in Kook and Lundborg (2024, doi:10.1093/bib/bbae475).

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