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

dHSIC-packageR Documentation

Independence Testing via Hilbert Schmidt Independence Criterion

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. (2018) <doi:10.1111/rssb.12235>.

Details

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Author(s)

Niklas Pfister [aut, cre], Jonas Peters [aut]

Maintainer: Niklas Pfister <niklas.pfister@gmail.com>

References

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

Pfister, N., P. Bühlmann, B. Schölkopf and J. Peters (2018). Kernel-based Tests for Joint Independence. To appear in the Journal of the Royal Statistical Society, Series B.


dHSIC documentation built on May 3, 2026, 1:07 a.m.