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:
KSD_1.0.1.tar.gz
KSD_1.0.1.zip(r-4.5)KSD_1.0.1.zip(r-4.4)KSD_1.0.1.zip(r-4.3)
KSD_1.0.1.tgz(r-4.4-any)KSD_1.0.1.tgz(r-4.3-any)
KSD_1.0.1.tar.gz(r-4.5-noble)KSD_1.0.1.tar.gz(r-4.4-noble)
KSD_1.0.1.tgz(r-4.4-emscripten)KSD_1.0.1.tgz(r-4.3-emscripten)
KSD.pdf |KSD.html✨
KSD/json (API)
NEWS
| # Install 'KSD' in R: |
| install.packages('KSD', repos = c('https://minhyung-kang.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/minhyung-kang/ksd/issues
Last updated 4 years agofrom:5d21faf67f. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 08 2024 |
| R-4.5-win | OK | Nov 08 2024 |
| R-4.5-linux | OK | Nov 08 2024 |
| R-4.4-win | OK | Nov 08 2024 |
| R-4.4-mac | OK | Nov 08 2024 |
| R-4.3-win | OK | Nov 08 2024 |
| R-4.3-mac | OK | Nov 08 2024 |
Exports:demo_gmmdemo_gmm_multidemo_irisdemo_normal_performancedemo_simple_gammademo_simple_gaussiangmmKSDlikelihoodgmmperturbgmmplotgmmposteriorgmmrgmmscorefunctiongmm
Dependencies:clicodetoolscpp11crayongluelifecyclelobstrmagrittrprettyunitspryrRcpprlangstringistringrvctrs
