Metadata-Version: 2.1
Name: PyRKHSstats
Version: 1.0.0
Summary: A Python package for kernel methods in Statistics/ML.
Home-page: https://github.com/Black-Swan-ICL/PyRKHSstats
Author: K. M-H
Author-email: kmh.pro@protonmail.com
License: GNU General Public License v3.0
Platform: UNKNOWN
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Description-Content-Type: text/markdown
Requires-Dist: numpy
Requires-Dist: scipy
Requires-Dist: scikit-learn
Requires-Dist: pytest

# PyRKHSstats
A Python package implementing a variety of statistical/machine learning methods 
that rely on kernels (e.g. HSIC for independence testing).

## Implemented
- Independence testing with HSIC using the Gamma approximation, as introduced in
  'A Kernel Statistical Test of Independence', A. Gretton, K. Fukumizu, C. Hui 
  Teo, L. Song, B. Scholkopf, A. J. Smola (2007).

## In development
- Two-sample testing with MMD.
- Goodness-of-fit testing.
- Methods for time series models.
- Bayesian statistical kernel methods.

