An adaptation of Kernelized Stein Discrepancy, this package provides a goodnessoffit 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 logdensity) can be provided. This method is based on "A Kernelized Stein Discrepancy for Goodnessoffit Tests and Model Evaluation" by Liu, Lee, and Jordan, available at
Author  Min Hyung Kang [aut, cre], Qiang Liu [aut] 
Date of publication  20160731 08:53:50 
Maintainer  Min Hyung Kang <Minhyung.Daniel.Kang@gmail.com> 
License  MIT + file LICENSE 
Version  1.0.0 
Package repository  View on CRAN 
Installation  Install the latest version of this package by entering the following in R:



All man pages Function index File listing
Man pages  

demo_gmm: Tests 1dimensional Gaussian Mixture Models.  
demo_gmm_multi: Tests multidimensional Gaussian Mixture Models.  
demo_iris: Fits Gaussian Mixture model and computes the KSD value for...  
demo_normal_performance: Shows KSD p value change with respect variation in noise  
demo_simple_gamma: Tests 1dimensional Gamma Distribution with customized...  
demo_simple_gaussian: Tests 1dimensional Gaussian Distribution with customized...  
gmm: Returns a Gaussian Mixture Model  
KSD: Estimate Kernelized Stein Discrepancy (KSD)  
likelihoodgmm: Calculates the likelihood for a given dataset for a GMM  
perturbgmm: Returns a perturbed model of given GMM  
plotgmm: Plots histogram for 1d GMM given the dataset  
posteriorgmm: Calculates the posterior probability for a given dataset for...  
rgmm: Generates dataset from Gaussian Mixture Model  
scorefunctiongmm: Score function for given GMM : calculates score function... 
Functions  

KSD  Man page Source code 
cleanup  Source code 
custround  Source code 
demo_gmm  Man page Source code 
demo_gmm_multi  Man page Source code 
demo_iris  Man page Source code 
demo_normal_performance  Man page Source code 
demo_simple_gamma  Man page Source code 
demo_simple_gaussian  Man page Source code 
find_median_distance  Source code 
gamma_score  Source code 
getDim  Source code 
get_legend  Source code 
gmm  Man page Source code 
likelihoodgmm  Man page Source code 
perturbgmm  Man page Source code 
plotgmm  Man page Source code 
posteriorgmm  Man page Source code 
ratio_median_heuristic  Source code 
rep.col  Source code 
rep.row  Source code 
repmat  Source code 
rgmm  Man page Source code 
scorefunctiongmm  Man page Source code 
Files  

NAMESPACE
 
NEWS.md  
R
 
R/gmm.R  
R/KSD.R  
R/median_distance.R  
R/demo_simple_gmm.R  
R/helper.R  
R/demo_iris.R  
README.md  
MD5
 
DESCRIPTION
 
man
 
man/demo_iris.Rd  
man/KSD.Rd  
man/rgmm.Rd  
man/gmm.Rd  
man/demo_normal_performance.Rd  
man/demo_simple_gamma.Rd  
man/scorefunctiongmm.Rd  
man/demo_simple_gaussian.Rd  
man/plotgmm.Rd  
man/perturbgmm.Rd  
man/demo_gmm.Rd  
man/demo_gmm_multi.Rd  
man/likelihoodgmm.Rd  
man/posteriorgmm.Rd  
LICENSE

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