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>.
| Version: |
1.0.1 |
| Imports: |
pryr, graphics, stats |
| Suggests: |
datasets, ggplot2, gridExtra, mclust, mvtnorm |
| Published: |
2021-01-11 |
| Author: |
Min Hyung Kang [aut, cre],
Qiang Liu [aut] |
| Maintainer: |
Min Hyung Kang <Minhyung.Daniel.Kang at gmail.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
KSD results |
Documentation:
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