HPLB: High-Probability Lower Bounds for the Total Variance Distance

An implementation of high-probability lower bounds for the total variance distance as introduced in Michel & Naef & Meinshausen (2020) <arXiv:2005.06006>. An estimated lower-bound (with high-probability) on the total variation distance between two probability distributions from which samples are observed can be obtained with the function HPLB.

Getting started

Package details

AuthorLoris Michel, Jeffrey Naef
MaintainerLoris Michel <michel@stat.math.ethz.ch>
Package repositoryView on CRAN
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HPLB documentation built on July 1, 2020, 7:10 p.m.