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>.

Install the latest version of this package by entering the following in R:

`install.packages("KSD")`

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...

demo_gmm | Man page |

demo_gmm_multi | Man page |

demo_iris | Man page |

demo_normal_performance | Man page |

demo_simple_gamma | Man page |

demo_simple_gaussian | Man page |

gmm | Man page |

KSD | Man page |

likelihoodgmm | Man page |

perturbgmm | Man page |

plotgmm | Man page |

posteriorgmm | Man page |

rgmm | Man page |

scorefunctiongmm | Man page |

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

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.