Split CTwoDistributionsTestStatistic and fix HSIC bug

shogun-toolbox / shogun

Shōgun

http://shogun-toolbox.org

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Split CTwoDistributionsTestStatistic and fix HSIC bug #1906

Closed karlnapf closed 10 years ago

karlnapf commented 10 years ago

into CTwoSampleTestStatistic and CIndependenceTestStatistic

The reason is that the permutation/bootstrap null approximation method for HSIC is implemented wrongly! Rather than permuting all samples from p and q, the permutation test for independence test statistics should only permute one of the samples while the others stay the same. This is not done in the current code and therefore a serious bug.

lambday commented 10 years ago

Fixed by #1905 and #1926. Closing.