MDDM: Martingale Difference Divergence Matrix
In estsyawo/bayesprdopt: Useful Functions and Algorithms
MDDM R Documentation
Martingale Difference Divergence Matrix
Description
MDDM computes the Martingale Difference Divergence Matrix between multivariate U and
possibly multivariate Z of Lee & Shao 2018.
Usage
MDDM(U, Z)
Arguments
U
the multivariate variable
Z
the possibly multivariate conditioning variable. One can also directly supply
an n x n distance matrix
Value
the MDDM matrix
Examples
set.seed(12); U = rnorm(50); U=cbind(U,abs(U)); MDDM(U,2*pnorm(U[,1]))
MDDM(U,as.matrix(dist(2*pnorm(U[,1]))))
estsyawo/bayesprdopt documentation built on April 2, 2024, 2:18 p.m.
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| MDDM | R Documentation |
Martingale Difference Divergence Matrix
Description
MDDM computes the Martingale Difference Divergence Matrix between multivariate U and
possibly multivariate Z of Lee & Shao 2018.
Usage
MDDM(U, Z)
Arguments
U |
the multivariate variable |
Z |
the possibly multivariate conditioning variable. One can also directly supply an n x n distance matrix |
Value
the MDDM matrix
Examples
set.seed(12); U = rnorm(50); U=cbind(U,abs(U)); MDDM(U,2*pnorm(U[,1]))
MDDM(U,as.matrix(dist(2*pnorm(U[,1]))))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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