In fact, there is already a c++ example asserting correct results. This should be translated to a unit test and then simplified to only demonstrate API usage (and no assertions). But there might be cases we have not thought of, and the null approximation methods should also be tested.
Against the code of Arthur Gretton's code at http://www.gatsby.ucl.ac.uk/~gretton/indepTestFiles/indep.htm
In fact, there is already a c++ example asserting correct results. This should be translated to a unit test and then simplified to only demonstrate API usage (and no assertions). But there might be cases we have not thought of, and the null approximation methods should also be tested.
Entrance task for http://www.shogun-toolbox.org/page/Events/gsoc2014_ideas#variable_interactions