KSD: Goodness-of-Fit Tests using Kernelized Stein Discrepancy
Version 1.0.0

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 .

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
Version1.0.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("KSD")

Getting started

README.md

Popular man pages

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
KSD: Estimate Kernelized Stein Discrepancy (KSD)
perturbgmm: Returns a perturbed model of given GMM
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...
See all...

All man pages Function index File listing

Man pages

demo_gmm: Tests 1-dimensional 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 1-dimensional Gamma Distribution with customized...
demo_simple_gaussian: Tests 1-dimensional 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 1-d 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
KSD documentation built on May 20, 2017, 12:27 a.m.

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