dHSIC: Independence Testing via Hilbert Schmidt Independence Criterion

Contains an implementation of the d-variable Hilbert Schmidt independence criterion and several hypothesis tests based on it, as described in Pfister et al. (2017) <doi:10.1111/rssb.12235>.

Package details

AuthorNiklas Pfister and Jonas Peters
MaintainerNiklas Pfister <pfister@stat.math.ethz.ch>
Package repositoryView on CRAN
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dHSIC documentation built on May 2, 2019, 1:28 p.m.