dHSIC-package {dHSIC}

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. (2017) <doi:10.1111/rssb.12235>.

Details

The DESCRIPTION file:

Package:	dHSIC
Type:	Package
Title:	Independence Testing via Hilbert Schmidt Independence Criterion
Version:	2.1
Date:	2019-01-04
Author:	Niklas Pfister and Jonas Peters
Maintainer:	Niklas Pfister <[e-mail]>
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. (2017) <doi:10.1111/rssb.12235>.
License:	GPL-3
Imports:	Rcpp (>= 0.12.18)
LinkingTo:	Rcpp

Index of help topics:

dHSIC-package           Independence Testing via Hilbert Schmidt
                        Independence Criterion
dhsic                   d-variable Hilbert Schmidt independence
                        criterion - dHSIC
dhsic.test              Independence test based on dHSIC

Author(s)

Niklas Pfister and Jonas Peters

Maintainer: Niklas Pfister <[e-mail]>

References

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

Pfister, N., P. B\"uhlmann, B. Sch\"olkopf and J. Peters (2017). Kernel-based Tests for Joint Independence. To appear in the Journal of the Royal Statistical Society, Series B.