CRAN version 0.2-1 of comets comes with an implementation of the kernel generalised covariance measure (kGCM) test [1] implemented in kgcm() and formula interface available through comets(Y ~ X | Z, data = data, test = "kgcm"). Also includes new pre-implemented regression methods and bug fixes for tuning xgboost models.

[1] Fernández, T., & Rivera, N. (2024). A general framework for the analysis of kernel-based tests. Journal of Machine Learning Research, 25(95), 1-40. URL: https://www.jmlr.org/papers/v25/23-0985.html

New regression methods, bug fixes, tests and documentation