HSICUStat

class HSICUStat(*args)

Unbiased HSIC statistics.

See also

HSICVStat

Notes

This an unbiased estimator for the computation of an HSIC index.

Methods

computeHSICIndex(inSample, outSample, ...)	Compute the HSIC index between two samples.
computePValue(dist, n, HSIC_obs, mHSIC)	Compute the p-value of the statistic.
getClassName()	Accessor to the object's name.
getId()	Accessor to the object's id.
getName()	Accessor to the object's name.
getShadowedId()	Accessor to the object's shadowed id.
getVisibility()	Accessor to the object's visibility state.
hasName()	Test if the object is named.
hasVisibleName()	Test if the object has a distinguishable name.
isCompatibleWithConditionalAnalysis()	Indicate the compatibility with a conditional HSIC estimator.
setName(name)	Accessor to the object's name.
setShadowedId(id)	Accessor to the object's shadowed id.
setVisibility(visible)	Accessor to the object's visibility state.

__init__(*args)

computeHSICIndex(inSample, outSample, inCovariance, outCovariance, weightMatrix)

Compute the HSIC index between two samples.

Parameters

inSample2-d sequence of float

Input sample.

outSample2-d sequence of float

Output sample.

inCovarianceCovarianceModel

The covariance model associated with the input sample.

outCovarianceCovarianceModel

The covariance model associated with the output sample.

weightMatrixMatrix

A weight matrix used for the statistic.

Returns

hsicIndexthe HSIC index of the two Sample.

computePValue(dist, n, HSIC_obs, mHSIC)

Compute the p-value of the statistic.

Parameters

distGamma

A Gamma distribution to compute the p-value.

nint

The size of the samples.

HSIC_obsfloat

The previously computed HSIC index.

mHSICfloat

Bias-correcting term (only actually used by U-statistics).

Returns

pvaluethe p-value of the statistic.

getClassName()

Accessor to the object’s name.

Returns

class_namestr

The object class name (object.__class__.__name__).

getId()

Accessor to the object’s id.

Returns

idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns

namestr

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns

idint

Internal unique identifier.

getVisibility()

Accessor to the object’s visibility state.

Returns

visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns

hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns

hasVisibleNamebool

True if the name is not empty and not the default one.

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.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters

idint

Internal unique identifier.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters

visiblebool

Visibility flag.