U_innerproduct: Inner product in the Hilbert space of U-centered distance...
In jeffjyan/MDD: Conditional Mean Independence Testing via Martingale Difference Divergence

Inner product in the Hilbert space of U-centered distance matrices

1	U_innerproduct(A, B = NULL)

`A`	U-centered distance matrix
`B`	U-centered distance matrix

U_innerproduct returns the inner product of A and B, which is a scalar

Park, Trevor, Xiaofeng Shao, and Shun Yao. "Partial martingale difference correlation." Electronic Journal of Statistics 9.1 (2015): 1492-1517.

A <- iris[1:50, 1:2]
B <- iris[1:50, 3:4]
A_Ucenter <- U_center(A)
B_Ucenter <- U_center(B)
U_innerproduct(A_Ucenter, B_Ucenter)

jeffjyan/MDD documentation built on Dec. 9, 2019, 12:16 a.m.

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