KSD

R package KSD. An adaptation of Kernelized Stein Discrepancy, a discrepancy statistic for measuring differences between two probability distributions based on combination of Stein’s method and reproducing kernel Hilbert space theory. It provides a method for a user to evaluate how similar two distributions are. It is based on ”A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation” by Liu, Lee, and Jordan, available at <http://arxiv.org/abs/1602.03253>.

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