demo_simple_gamma: Tests 1-dimensional Gamma Distribution with customized...
In KSD: Goodness-of-Fit Tests using Kernelized Stein Discrepancy

We generate a gamma distribution with given parameters, and add gaussian noise to this dataset. We then compute the score of each dataset for the original true distribution.

demo_simple_gamma(
  trueshape = 10,
  truescale = 3,
  noisemu = 5,
  noisesd = 2,
  n = 100
)

`trueshape`	shape of true gamma distribution
`truescale`	scale of true gamma distribution
`noisemu`	mean of gaussian noise to add
`noisesd`	standard deviation of gaussian noise to add
`n`	number of samples to generate