API Reference

Independence

MaxMargin(indep_test[, compute_distkern, bias])	Maximal Margin test statistic and p-value.
KMERF([forest, ntrees, compute_distance, ...])	Kernel Mean Embedding Random Forest (KMERF) test statistic and p-value.
MGC([compute_distance])	Multiscale Graph Correlation (MGC) test statistic and p-value.
Dcorr([compute_distance, bias])	Distance Correlation (Dcorr) test statistic and p-value.
Hsic([compute_kernel, bias])	Hilbert Schmidt Independence Criterion (Hsic) test statistic and p-value.
HHG([compute_distance])	Heller Heller Gorfine (HHG) test statistic and p-value.
CCA()	Cannonical Correlation Analysis (CCA) test statistic and p-value.
RV()	Rank Value (RV) test statistic and p-value.
FriedmanRafsky(**kwargs)	Friedman-Rafksy (FR) test statistic and p-value.

D-Variate

dHsic([compute_kernel, bias])

\(d\)-variate Hilbert Schmidt Independence Criterion (dHsic) test statistic and p-value.

K-Sample

KSample(indep_test[, compute_distkern, bias])	Nonparametric K-Sample Testing test statistic and p-value.
Energy([compute_distance, bias])	Energy test statistic and p-value.
MMD([compute_kernel, bias])	Maximum Mean Discrepency (MMD) test statistic and p-value.
DISCO([compute_distance, bias])	Distance Components (DISCO) test statistic and p-value.
MANOVA()	Multivariate analysis of variance (MANOVA) test statistic and p-value.
Hotelling()	Hotelling \(T^2\) test statistic and p-value.
SmoothCFTest([num_randfreq])	Smooth Characteristic Function test statistic and p-value
MeanEmbeddingTest([num_randfreq])	Mean Embedding test statistic and p-value.
KSampleHHG([compute_distance])	HHG 2-Sample test statistic.

Time-Series

Discriminability

Conditional Independence

Kernel Goodness-of-Fit

Simulations

Independence Simulations

indep_sim

K-Sample Simulations

Time-Series Simulations

Miscellaneous

independence.sim_matrix(model, x)	Computes the similarity matrix from a random forest.
ksample.k_sample_transform(inputs[, test_type])	Computes a k-sample transform of the inputs.
ksample.smoothCF.smooth_cf_distance(difference)	Calculates the Smooth CF test statistic using the vector of differences.
ksample.mean_embedding.mean_embed_distance(...)	Calculates the Mean Embedding test statistic using the vector of differences.

Base Classes

independence.base.IndependenceTest([...])	A base class for an independence test.
d_variate.base.DVariateTest([compute_kernel])	A base class for a \(d\)-variate independence test.
ksample.base.KSampleTest([compute_distance, ...])	A base class for a k-sample test.

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