COMIX - Coarsened Mixtures of Hierarchical Skew Kernels
Bayesian fit of a Dirichlet Process Mixture with hierarchical multivariate skew normal kernels and coarsened posteriors. For more information, see Gorsky, Chan and Ma (2024) <doi:10.1214/22-BA1356>.
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openblascppopenmp
2.76 score 29 scripts 260 downloadsMultiFit - Multiscale Fisher's Independence Test for Multivariate Dependence
Test for independence of two random vectors, learn and report the dependency structure. For more information, see Gorsky, Shai and Li Ma, Multiscale Fisher's Independence Test for Multivariate Dependence, Biometrika, accepted, January 2022.
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cpp
2.48 score 7 scripts 228 downloads