Black-Swan-ICL/PyRKHSstats
A Python package implementing a variety of statistical methods that rely on kernels (e.g. HSIC for independence testing).
This package helps researchers and data scientists determine if different datasets or variables are related, or if two sets of data come from the same source. You provide your numerical data, and it outputs statistical measures and test results indicating independence or similarity. It is ideal for quantitative analysts, statisticians, and machine learning practitioners who need to rigorously test relationships within complex data.
No commits in the last 6 months. Available on PyPI.
Use this if you need to statistically test for independence between variables, conditional independence given a third variable, or compare whether two samples are drawn from the same distribution without assuming specific parametric forms.
Not ideal if you need simple correlation coefficients or basic hypothesis tests, or if your primary goal is causal inference without needing robust non-parametric independence tests.
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Language
Python
License
GPL-3.0
Category
Last pushed
Jan 12, 2022
Commits (30d)
0
Dependencies
6
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