Kernel-Embedding-of-Probability Test for Elliptical Distribution


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Documentation for package ‘KEPTED’ version 0.2.0

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EllKEPT Kernel embedding of probability test for elliptical distribution
KEPTED Provides an implementation of a kernel-embedding of probability test for elliptical distribution. This is an asymptotic test for elliptical distribution under general alternatives, and the location and shape parameters are assumed to be unknown. Some side-products are posted, including the transformation between rectangular and polar coordinates and two product-type kernel functions.
kerGauss Gaussian kernel computation
kerPIQ Product-type Inverse-Quadratic (PIQ) kernel computation
Polar2Rec Polar to rectangular coordinates
PolarDerivative Derivative of the polar coordinate transformation
Rec2Polar Rectangular to polar coordinates