Weighted Generalised Covariance Measure Conditional Independence Test R package weightedGCM version 0.1.1 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>. Software Imports: methods, mgcv, stats, xgboost (>= 3.1.2.1) Suggests: testthat (>= 3.0.0) Cyrill Scheidegger <cyrill.scheidegger@stat.math.ethz.ch> Comprehensive R Archive Network (CRAN) Cyrill Scheidegger [aut, cre, cph], Julia Hoerrmann [ths], Peter Buehlmann [ths], Jonas Peters [ctb, cph] (Parts of the code are inspired by similar functions from the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah), Rajen D. Shah [ctb, cph] (Parts of the code are inspired by similar functions from the R package 'GeneralisedCovarianceMeasure' by Jonas Peters and Rajen D. Shah) GPL-2 2025-12-12 application/tgz https://CRAN.R-project.org/package=weightedGCM doi:10.32614/CRAN.package.weightedGCM