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KernelIndependenceTestStatistic.h File Reference

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class  CKernelIndependenceTestStatistic
 Independence test base class. Provides an interface for performing an independence test. Given samples \(Z=\{(x_i,y_i)\}_{i=1}^m\) from the joint distribution \(\textbf{P}_x\textbf{P}_y\), does the joint distribution factorize as \(\textbf{P}_{xy}=\textbf{P}_x\textbf{P}_y\)? The null- hypothesis says yes, i.e. no independence, the alternative hypothesis says yes. More...

SHOGUN Machine Learning Toolbox - Documentation