lorismichel/HPLB: High-Probability Lower Bounds for the Total Variance Distance
An implementation of high-probability lower bounds for the total variance distance as introduced in Michel & Naef & Meinshausen (2020) <arXiv:2005.06006>. An estimated lower-bound (with high-probability) on the total variation distance between two probability distributions from which samples are observed can be obtained with the function HPLB.
Getting started
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Package details |
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| Author | Loris Michel, Jeffrey Naef |
| Maintainer | Loris Michel <michel@stat.math.ethz.ch> |
| License | GPL-3 |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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