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


Author  Min Hyung Kang [aut, cre], Qiang Liu [aut] 
Maintainer  Min Hyung Kang <Minhyung.Daniel.Kang@gmail.com> 
License  MIT + file LICENSE 
Version  1.0.0 
Package repository  View on CRAN 
Installation 
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