getCov | R Documentation |
Computes covariance matrix entries and associated alpha, beta
and gamma quantities defined in Aw, Spence and Song (2023),
assuming the P
features of the dataset \mathbf{X}
are independent.
getCov(X, p = 2)
X |
The binary or real matrix |
p |
The power |
This is used in the large P
asymptotics of the permutation test.
Dependencies: buildReverse, getLpDistance
The three distinct entries of covariance matrix, (\alpha, \beta, \gamma)
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