Goodness-of-Fit Tests using Kernelized Stein Discrepancy

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Documentation for package ‘KSD’ version 1.0.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

demo_gmm	Tests 1-dimensional Gaussian Mixture Models.
demo_gmm_multi	Tests multidimensional Gaussian Mixture Models.
demo_iris	Fits Gaussian Mixture model and computes the KSD value for the model
demo_normal_performance	Shows KSD p value change with respect variation in noise
demo_simple_gamma	Tests 1-dimensional Gamma Distribution with customized parameters
demo_simple_gaussian	Tests 1-dimensional Gaussian Distribution with customized parameters
gmm	Returns a Gaussian Mixture Model
KSD	Estimate Kernelized Stein Discrepancy (KSD)
likelihoodgmm	Calculates the likelihood for a given dataset for a GMM
perturbgmm	Returns a perturbed model of given GMM
plotgmm	Plots histogram for 1-d GMM given the dataset
posteriorgmm	Calculates the posterior probability for a given dataset for a GMM
rgmm	Generates dataset from Gaussian Mixture Model
scorefunctiongmm	Score function for given GMM : calculates score function dlogp(x)/dx for a given Gaussian Mixture Model