squareNorm: Squared norm matrix calculation

In ZVCV: Zero-Variance Control Variates

Squared norm matrix calculation

Description

This function gets the matrix of square norms which is needed for all kernels. Calculating this can help to save time if you are also interested in calculating the median heuristic, handling multiple tuning parameters or trying other kernels.

Usage

squareNorm(samples, nystrom_inds = NULL)

Arguments

samples	An N by d matrix of samples from the target
nystrom_inds	The (optional) sample indices to be used in the Nystrom approximation (for when using aSECF).

Value

An N by N matrix of squared norms between samples (or N by m where m is the length of nystrom_inds).

Author(s)

Leah F. South

See Also

See medianTune and K0_fn for functions which use this.

ZVCV documentation built on Nov. 2, 2022, 5:17 p.m.