KernStat: Test statistic calculated from two kernel matrices

Description Usage Arguments Value References Examples

View source: R/KernStat.R

Description

Calculate the U-statistic measure of dependence given two kernel matrices J and K, as described in Section 7.1 of \insertCiteBKS2020USP. For the featured examples considered these matrices can be calculated using FourierKernel or InfKern. Alternatively, if a different basis is to be used, then the kernels can be entered separately.

Usage

1
KernStat(J, K)

Arguments

J

n \times n kernel matrix corresponding to first sample.

K

n \times n kernel matrix corresponding to second sample.

Value

Test statistic measure the strength of dependence between the two samples.

References

\insertRef

BKS2020USP

Examples

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x=runif(100); y=runif(100); M=3
J=FourierKernel(x,M); K=FourierKernel(y,M)
KernStat(J,K)

USP documentation built on Jan. 27, 2021, 5:08 p.m.

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