This repository contains code to reproduce the simulation study in the following paper:
Eugene Katsevich and Aaditya Ramdas. On the power of conditional independence testing under model-X. Electronic Journal of Statistics, 2022. Available on arXiv.
The simulation and plotting code is in simulation.R; auxiliary functions are in simulation_functions.R. The results underlying Figure 1 (in-sample.png) are contained in in_sample_results.RDS. The results underlying Figure 2 (out-of-sample.png) are contained in out_sample_results.RDS.