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 package depends on the MASS and momentchi2 packages on CRAN, so please install these first. Then:
library(devtools)
install_github("Diviyan-Kalainathan/RCIT")
library(RCIT)
RCIT(rnorm(1000),rnorm(1000),rnorm(1000))
RCoT(rnorm(1000),rnorm(1000),rnorm(1000))