getBlockCov: Covariance Computations Between Pairs of Distances (Block...

In flintyR: Simple and Flexible Tests of Sample Exchangeability

Covariance Computations Between Pairs of Distances (Block Dependencies Case)

Description

Computes covariance matrix entries and associated alpha, beta and gamma quantities defined in Aw, Spence and Song (2023), for partitionable features that are grouped into blocks. Uses precomputation to compute the unique entries of the asymptotic covariance matrix of the pairwise Hamming distances in O(N^2) time.

Usage

getBlockCov(X, block_boundaries, block_labels, p)

Arguments

X	The binary or real matrix
block_boundaries	Vector denoting the positions where a new block of non-independent features starts.
block_labels	Length P vector recording the block label of each feature.
p	The power p of l_p^p, i.e., ||x||_p^p = (x_1^p+...x_n^p)

Details

This is used in the large P asymptotics of the permutation test.

Dependencies: buildReverse, getHammingDistance, getLpDistance

Value

The three distinct entries of covariance matrix, (\alpha, \beta, \gamma)

flintyR documentation built on March 31, 2023, 8:19 p.m.