HSICUStat¶
- class HSICUStat(*args)¶
Unbiased HSIC statistics.
See also
Notes
This an unbiased estimator for the computation of an HSIC index.
Methods
computeHSICIndex
(CovMat1, CovMat2, weights)Compute the HSIC index between two samples.
computePValue
(dist, n, HSIC_obs, mHSIC)Compute the p-value of the statistic.
Accessor to the object's name.
getName
()Accessor to the object's name.
hasName
()Test if the object is named.
Indicate the compatibility with a conditional HSIC estimator.
setName
(name)Accessor to the object's name.
- __init__(*args)¶
- computeHSICIndex(CovMat1, CovMat2, weights)¶
Compute the HSIC index between two samples.
- Parameters:
- covarianceMatrixX
CovarianceMatrix
The xi-covariance model discretized over the input marginal sample xi.
- covarianceMatrixY
CovarianceMatrix
The covariance model associated with the output sample, discretized over the last one.
- weights
Point
orMatrix
(deprecated) The weight argument used for the statistic.
- covarianceMatrixX
- Returns:
- hsicIndexthe HSIC index of the two
Sample
.
- hsicIndexthe HSIC index of the two
- computePValue(dist, n, HSIC_obs, mHSIC)¶
Compute the p-value of the statistic.
- getClassName()¶
Accessor to the object’s name.
- Returns:
- class_namestr
The object class name (object.__class__.__name__).
- getName()¶
Accessor to the object’s name.
- Returns:
- namestr
The name of the object.
- hasName()¶
Test if the object is named.
- Returns:
- hasNamebool
True if the name is not empty.
- isCompatibleWithConditionalAnalysis()¶
Indicate the compatibility with a conditional HSIC estimator.
- Returns:
- isCompatiblebool
Indicate the compatibility with a conditional HSIC estimator (false).
- setName(name)¶
Accessor to the object’s name.
- Parameters:
- namestr
The name of the object.
Examples using the class¶
The HSIC sensitivity indices: the Ishigami model
Example of sensitivity analyses on the wing weight model