MinHyung-Kang/KSD: Goodness-of-fit tests using Kernelized Stein Discrepancy

An adaptation of Kernelized Stein Discrepancy, this package provides a goodness-of-fit 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 log-density) can be provided. This method is based on "A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation" by Liu, Lee, and Jordan, available at <http://arxiv.org/abs/1602.03253>.

Getting started

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
MinHyung-Kang/KSD documentation built on May 9, 2017, 12:16 p.m.