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.

The academic article describing RCIT and RCoT in detail can be found here. Please cite the article if you use any of the code in this repository.

Installation

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

library(devtools)

install_github("ericstrobl/RCIT")

library(RCIT)

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

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

RCoT(rnorm(1000),rnorm(1000),matrix(rnorm(2000),1000,2)) # matrices for more than one variable