HSICVStat

class HSICVStat(*args)

Biased HSIC statistics.

See also

HSICUStat

Notes

This a biased 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 (true).

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.