High-Probability Lower Bounds for the Total Variance Distance

An implementation of high-probability lower bounds for the total variance distance as introduced in Michel & Naef & Meinshausen (2020) . An estimated lower-bound (with high-probability) on the total variation distance between two probability distributions from which samples are observed can be obtained with the function HPLB.


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Reference manual

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install.packages("HPLB")

1.0.0 by Loris Michel, 5 months ago


Browse source code at https://github.com/cran/HPLB


Authors: Loris Michel , Jeffrey Naef


Documentation:   PDF Manual  


GPL-3 license


Depends on data.table, stats, graphics

Suggests testthat, fields, ranger, distrEx


See at CRAN