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KSD  

Goodness-of-Fit Tests using Kernelized Stein Discrepancy
View on CRAN: Click here


Download and install KSD package within the R console
Install from CRAN:
install.packages("KSD")

Install from Github:
library("remotes")
install_github("cran/KSD")

Install by package version:
library("remotes")
install_version("KSD", "1.0.1")



Attach the package and use:
library("KSD")
Maintained by
Min Hyung Kang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-07-08
Latest Update: 2021-01-11
Description:
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 .
How to cite:
Min Hyung Kang (2016). KSD: Goodness-of-Fit Tests using Kernelized Stein Discrepancy. R package version 1.0.1, https://cran.r-project.org/web/packages/KSD
Previous versions and publish date:
0.1.0 (2016-07-08 11:52), 1.0.0 (2016-07-31 08:53)
Other packages that cited KSD R package
View KSD citation profile
Other R packages that KSD depends, imports, suggests or enhances
Functions, R codes and Examples using the KSD R package
Some associated functions: KSD . demo_gmm . demo_gmm_multi . demo_iris . demo_normal_performance . demo_simple_gamma . demo_simple_gaussian . gmm . likelihoodgmm . perturbgmm . plotgmm . posteriorgmm . rgmm . scorefunctiongmm . 
Some associated R codes: KSD.R . demo_iris.R . demo_simple_gmm.R . gmm.R . helper.R . median_distance.R .  Full KSD package functions and examples
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