dHSIC-package: Independence Testing via Hilbert Schmidt Independence...

Description Details Author(s) References

Description

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>.

Details

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Author(s)

Niklas Pfister and Jonas Peters

Maintainer: Niklas Pfister <pfister@stat.math.ethz.ch>

References

Gretton, A., K. Fukumizu, C. H. Teo, L. Song, B. Sch\"olkopf and A. J. Smola (2007). A kernel statistical test of independence. In Advances in Neural Information Processing Systems (pp. 585-592).

Pfister, N., P. B\"uhlmann, B. Sch\"olkopf and J. Peters (2017). Kernel-based Tests for Joint Independence. To appear in the Journal of the Royal Statistical Society, Series B.


dHSIC documentation built on May 2, 2019, 1:28 p.m.