Python version of the original MATLAB code of Hilbert-Schmidt Independence Criterion (HSIC).
We tested the code using Anaconda 4.3.0 64-bit for python 2.7 on windows.
Import HSIC using
from HSIC import hsic_gamApply HSIC on your data
testStat, thresh = hsic_gam(x, y, alph = 0.05)Input of function hsic_gam()
| Argument | Description |
|---|---|
| x | Data of the first variable. (n, dim_x) numpy array. |
| y | Data of the second variable. (n, dim_y) numpy array. |
| alph | level of the test |
Output of function hsic_gam()
| Argument | Description |
|---|---|
| testStat | test statistic |
| thresh | test threshold for level alpha test |
x and y are independent.x and y are not independent.See also the list of contributors who participated in this project.
This project is licensed under the MIT License - see the LICENSE file for details.