KSD (1.0.0)

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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 .

Maintainer: Min Hyung Kang
Author(s): Min Hyung Kang [aut, cre], Qiang Liu [aut]

License: MIT + file LICENSE

Uses: pryr, ggplot2, mclust, mvtnorm, gridExtra

Released over 3 years ago.

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