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>.

Author | Min Hyung Kang [aut, cre], Qiang Liu [aut] |

Date of publication | 2016-07-31 08:53:50 |

Maintainer | Min Hyung Kang <Minhyung.Daniel.Kang@gmail.com> |

License | MIT + file LICENSE |

Version | 1.0.0 |

**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...

KSD

KSD/NAMESPACE

KSD/NEWS.md

KSD/R

KSD/R/gmm.R
KSD/R/KSD.R
KSD/R/median_distance.R
KSD/R/demo_simple_gmm.R
KSD/R/helper.R
KSD/R/demo_iris.R
KSD/README.md

KSD/MD5

KSD/DESCRIPTION

KSD/man

KSD/man/demo_iris.Rd
KSD/man/KSD.Rd
KSD/man/rgmm.Rd
KSD/man/gmm.Rd
KSD/man/demo_normal_performance.Rd
KSD/man/demo_simple_gamma.Rd
KSD/man/scorefunctiongmm.Rd
KSD/man/demo_simple_gaussian.Rd
KSD/man/plotgmm.Rd
KSD/man/perturbgmm.Rd
KSD/man/demo_gmm.Rd
KSD/man/demo_gmm_multi.Rd
KSD/man/likelihoodgmm.Rd
KSD/man/posteriorgmm.Rd
KSD/LICENSE

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