This package contains a Matlab implementation of the lancaster interaction test (lancaster_tests.m), total independence test (total_independence_test.m), and pairwise dependence tests (all_two_var_tests.m), as described in SejGreBer13.

It also contains a conditional independence test provided by Kun Zhang, to permit reproduction of the results, as described in Zhangetal11.


The code may be downloaded here, and is written by dino.sejdinovic@gmail.com.


[SejGreBer13] D. Sejdinovic, A. Gretton, and W. Bergsma, A Kernel Test for Three-Variable Interactions. arXiv technical report, 2013. download
[Zhangetal11] K. Zhang, J. Peters, D. Janzing, and B. Schoelkopf. Kernel-based conditional independence test and application in causal discovery. In UAI, pages 804-813, 2011.