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HSIC independence test with gamma approximation

Source: R/hsic.r
hsic_test_gamma.Rd

Faithful port of hsic_test_gamma() (hsic.py). O(n^2) in the sample size because it forms the full n x n Gram matrices; not recommended for n in the thousands.

Usage

hsic_test_gamma(X, Y)

Arguments

X

numeric vector

Y

numeric vector (same length as X)

Value

list(stat = HSIC test statistic, p = gamma-approximated p-value)

Details

The gamma-approximation variance estimator is only defined for n >= 6 (its closed form divides by (n-1)(n-2)(n-3)); below that this errors instead of silently returning a NaN p-value that would otherwise propagate into NA-valued rejection decisions in callers. A constant input (zero variance) carries no dependence information, so it is treated as trivially independent (p = 1) rather than routed through the degenerate kernel-width / centered-Gram-matrix computation.