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The Generalised Kernel Covariance Measure (CLeaR 2026)

This repository contains the code to reproduce the results from the simulation studies presented in the paper The Generalised Kernel Covariance Measure.

To start open GKCM.Rproj, which will help determine the correct paths to use in the scripts. Afterwards load (or produce) the results of a specific simulation by running the run_simulations.R script from a folder. The plots can be reproduced by the accompanying make_plots.R script. The scripts for the simulations in the main paper are contained in the root. The script for the simulations in the appendix are contained in appx.

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