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Topic: "conditional-independence-test"

majianthu/pycopent

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

Language: Python - Size: 1.42 MB - Last synced at: 18 days ago - Pushed at: 7 months ago - Stars: 161 - Forks: 33

majianthu/copent

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

Language: R - Size: 96.7 KB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 41 - Forks: 10

py-why/pywhy-stats

Python package for (conditional) independence testing and statistical functions related to causality.

Language: Python - Size: 4.77 MB - Last synced at: 16 days ago - Pushed at: 4 months ago - Stars: 28 - Forks: 4

Black-Swan-ICL/PyRKHSstats

A Python package implementing a variety of statistical methods that rely on kernels (e.g. HSIC for independence testing).

Language: Python - Size: 1.8 MB - Last synced at: 4 days ago - Pushed at: over 3 years ago - Stars: 14 - Forks: 3

biona001/Knockoffs.jl

Variable Selection with Knockoffs

Language: Julia - Size: 12.9 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 7 - Forks: 0

baosws/LCIT

Latent representation based Conditional Independence Test (LCIT)

Language: Python - Size: 820 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 5 - Forks: 1

msesia/i-modelx

Subgroup-selective knockoff filter

Language: R - Size: 1.26 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

majianthu/eval

Code for the Paper "Evaluating Independence and Conditional Independence Measures"

Language: R - Size: 37.1 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

mwiecksosa/auxiliary_indicators

Detect new forecasting signals using time-varying nonlinear regression

Size: 16.2 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0