Hilbert-Schmidt Independence Criterion (HSIC)
This package provides basic implementations of the Hilbert-Schmidt Independence Criterion (HSIC) for Julia 1.0.
What is implemented
The package currently contains the following implementations:
- Gamma HSIC (HSIC with Gamma approximation) 
The gamma HSIC can be run using:
X = randn(1, 100) # rows are samples Y = randn(1, 100) * 0.2 # rows are samples p = 0.1 # p-value (level of test) (value, threshold) = gammaHSIC(X, Y, α = p) independent = value < threshold
 Gretton, Arthur, et al. "A kernel statistical test of independence." Advances in Neural Information Processing Systems. 2007.