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) .


Reference manual

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2.1 by Niklas Pfister, 2 years ago

Browse source code at

Authors: Niklas Pfister and Jonas Peters

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Linking to Rcpp

Imported by EDMeasure, seqICP.

See at CRAN