Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
A Python package implementing a variety of statistical methods that rely on kernels (e.g. HSIC for independence testing).
L-Test — Shift-Invariant Two-Sample CvM Variant Distribution Test
TATTER (Two-sAmple TesT EstimatoR) is a tool to perform two-sample hypothesis test.
A unified framework for marginal and conditional two-sample testing with kernels in JAX.
