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weightedGCM

Weighted Generalised Covariance Measure Conditional Independence Test

v0.1.1 · Dec 12, 2025 · GPL-2

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>.

Downloads

CRAN

285

Last 30 days

16710th

695

Last 90 days

2.8K

Last year

Trend: +56.6% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

24

Last 90 days

110

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

2

Last 7 days

6

Last 30 days

0

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 7, 2026
WARNING r-devel-linux-x86_64-debian-gcc

replacement functions

Fatal error: cannot create 'R_TempDir'
The argument of a replacement function which corresponds to the right
hand side must be named ‘value’.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

723

Files

12

Compiled share

0%

Has compiled src

No

Language breakdown

R 442 (61.1%)Tests 142 (19.6%)Docs 139 (19.2%)

API

Exported functions

2

Internal functions

13

Recent export changes

v0.1.0+2 wgcm.est, wgcm.fix

Testing & CI

Has tests

Yes

Test-to-code ratio

0.32

testthat edition

3

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

0%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

Yes

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

25%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

System requirements

C++ standard

License

GPL-2

License flags

SPDX valid, OSI approved

History

Versions

2

First release

2021-11-29

Latest release

2025-12-12

Avg cadence

1474 days

Cold removal rate

Dep drift

1

LOC over versions

v0.1.0: 829 LOCv0.1.1: 723 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies mgcv xgboost weightedGCM

Version History

3 tracked
new 0.1.1 Mar 10, 2026
updated 0.1.1 ← 0.1.0 diff Dec 11, 2025
new 0.1.0 Nov 28, 2021