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Covariance Measure Tests for Conditional Independence
View on CRAN: Click here


Download and install comets package within the R console
Install from CRAN:
install.packages("comets")

Install from Github:
library("remotes")
install_github("cran/comets")

Install by package version:
library("remotes")
install_version("comets", "0.2-2")



Attach the package and use:
library("comets")
Maintained by
Lucas Kook
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-26
Latest Update: 2025-01-31
Description:
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, ) and projected covariance measure test (Lundborg et al., 2023, ). Applications can be found in Kook and Lundborg (2024, ).
How to cite:
Lucas Kook (2024). comets: Covariance Measure Tests for Conditional Independence. R package version 0.2-2, https://cran.r-project.org/web/packages/comets. Accessed 28 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:27), 0.0-1 (2024-02-26 17:30), 0.0-2 (2024-07-05 16:10), 0.0-3 (2024-09-20 14:00), 0.1-0 (2024-12-06 10:10), 0.1-1 (2025-01-31 11:10), 0.2-1 (2025-09-10 13:10)
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Full comets package functions and examples
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