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Implementation of the d-variable Hilbert Schmidt independence criterion and several hypothesis tests based on it, as described in the following publication.
N. Pfister, P. Bühlmann, B. Schölkopf, J. Peters: Kernel-based Tests for Joint Independence. Journal of the Royal Statistical Society, Series B 80(1), 5-31. http://onlinelibrary.wiley.com/doi/10.1111/rssb.12235/full
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