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An adaptation of Kernelized Stein Discrepancy, this package provides a goodness-of-fit test of whether a given i.i.d. sample is drawn from a given distribution. It works for any distribution once its score function (the derivative of log-density) can be provided. This method is based on "A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation" by Liu, Lee, and Jordan, available at <arXiv:1602.03253>.
Package details |
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Author | Min Hyung Kang [aut, cre], Qiang Liu [aut] |
Maintainer | Min Hyung Kang <Minhyung.Daniel.Kang@gmail.com> |
License | MIT + file LICENSE |
Version | 1.0.1 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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