KSD: Goodness-of-Fit Tests using Kernelized Stein Discrepancy

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 <http://arxiv.org/abs/1602.03253>.

AuthorMin Hyung Kang [aut, cre], Qiang Liu [aut]
Date of publication2016-07-31 08:53:50
MaintainerMin Hyung Kang <Minhyung.Daniel.Kang@gmail.com>
LicenseMIT + file LICENSE

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