getCov: Covariance Computations Between Pairs of Distances...

In flintyR: Simple and Flexible Tests of Sample Exchangeability

Covariance Computations Between Pairs of Distances (Independent Case)

Description

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.

Usage

getCov(X, p = 2)

Arguments

X	The binary or real matrix
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, getLpDistance

Value

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

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