HSICStat

class HSICStat(*args)

Base class of HSICStat.

See also

HSICUStat, HSICVStat

Notes

This is a base class for the implementation of an HSIC statistic but cannot be used by itself. An HSIC statistic object can created by using the derived classes: HSICUStat and HSICVStat.

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.
getImplementation()	Accessor to the underlying implementation.
getName()	Accessor to the object's name.
isCompatibleWithConditionalAnalysis()	Indicate the compatibility with a conditional HSIC estimator.
setName(name)	Accessor to the object's name.

__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.

getImplementation()

Accessor to the underlying implementation.

Returns:

implImplementation

A copy of the underlying implementation object.

getName()

Accessor to the object’s name.

Returns:

namestr

The name of the object.

isCompatibleWithConditionalAnalysis()

Indicate the compatibility with a conditional HSIC estimator.

Returns:

isCompatiblebool

Indicate the compatibility with a conditional HSIC estimator.

setName(name)

Accessor to the object’s name.

Parameters:

namestr

The name of the object.