dHSIC

R package dHSIC: Independence Testing via Hilbert Schmidt Independence Criterion. 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>.

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References in zbMATH (referenced in 4 articles )

Showing results 1 to 4 of 4.
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  1. Berrett, Thomas B.; Kontoyiannis, Ioannis; Samworth, Richard J.: Optimal rates for independence testing via (U)-statistic permutation tests (2021)
  2. Böttcher, Björn: Copula versions of distance multivariance and dHSIC via the distributional transform -- a general approach to construct invariant dependence measures (2020)
  3. Jin, Ze; Matteson, David S.: Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics (2018)
  4. Jin Zhu, Wenliang Pan, Wei Zheng, Xueqin Wang: Ball: An R package for detecting distribution difference and association in metric spaces (2018) arXiv