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. (2018) .

dHSIC

Implementation of the d-variable Hilbert Schmidt independence criterion and several hypothesis tests based on it, as described in the following publication.

N. Pfister, P. Bühlmann, B. Schölkopf, J. Peters: Kernel-based Tests for Joint Independence. Journal of the Royal Statistical Society, Series B 80(1), 5-31. http://onlinelibrary.wiley.com/doi/10.1111/rssb.12235/full

A stable version is available on CRAN.