diviyank / RCIT

The Randomized Conditional Independence Test (RCIT) and the Randomized conditional Correlation Test (RCoT)

RCIT and RCoT

This is an R package implementing the Randomized Conditional Independence Test (RCIT) and the Randomized conditional Correlation Test (RCoT). As a general rule, RCoT is superior to RCIT for conditional independence testing.

Installation

The package depends on the MASS and momentchi2 packages on CRAN, so please install these first. Then:

library(devtools)

install_github("Diviyan-Kalainathan/RCIT")

library(RCIT)

RCIT(rnorm(1000),rnorm(1000),rnorm(1000))

RCoT(rnorm(1000),rnorm(1000),rnorm(1000))