conditional_independence.hsic_test

conditional_independence.hsic_test(suffstat: numpy.ndarray, i: int, j: int, cond_set: Optional[Union[List[int], int]] = None, alpha: float = 0.05) → Dict

Test for (conditional) independence using the Hilbert-Schmidt Information Criterion. If a conditioning set is specified, first perform non-parametric regression, then test residuals.

Parameters

• suffstat – Matrix of samples.

• i – column position of first variable.

• j – column position of second variable.

• cond_set – column positions of conditioning set.

• alpha – Significance level of the test.