Package: KSD 1.0.1

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 <arxiv:1602.03253>.

Authors:Min Hyung Kang [aut, cre], Qiang Liu [aut]

KSD_1.0.1.tar.gz
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KSD_1.0.1.tgz(r-4.4-any)KSD_1.0.1.tgz(r-4.3-any)
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KSD.pdf |KSD.html✨
KSD/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/minhyung-kang/ksd/issues

On CRAN:

14 exports 1.17 score 15 dependencies 2 mentions 10 scripts 133 downloads

Last updated 4 years agofrom:5d21faf67f. Checks:OK: 7. Indexed: yes.

Exports:demo_gmmdemo_gmm_multidemo_irisdemo_normal_performancedemo_simple_gammademo_simple_gaussiangmmKSDlikelihoodgmmperturbgmmplotgmmposteriorgmmrgmmscorefunctiongmm

Dependencies:clicodetoolscpp11crayongluelifecyclelobstrmagrittrprettyunitspryrRcpprlangstringistringrvctrs