Implementation of the d-variable Hilbert Schmidt independence criterion and several hypothesis tests based on it, as described in the following publication.
N. Pfister, P. Bühlmann, J. Peters: Invariant Causal Prediction for Sequential Data. Journal of the American Statistical Association, 114(527), 1264-1276. https://www.tandfonline.com/doi/full/10.1080/01621459.2018.1491403
A stable version is available on CRAN.