From 6c6802dc1aaadbe307f8576a41c45e7f3c3026a1 Mon Sep 17 00:00:00 2001
From: David Widmann <dev+git@devmotion.de>
Date: Sun, 10 May 2020 02:12:20 +0200
Subject: [PATCH 1/2] Use UnPack

---
 Project.toml            | 4 ++--
 src/CalibrationTests.jl | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/Project.toml b/Project.toml
index 6d3a96b..e9f226a 100644
--- a/Project.toml
+++ b/Project.toml
@@ -7,18 +7,18 @@ version = "0.4.0"
 CalibrationErrors = "33913031-fe46-5864-950f-100836f47845"
 HypothesisTests = "09f84164-cd44-5f33-b23f-e6b0d136a0d5"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
-Parameters = "d96e819e-fc66-5662-9728-84c9c7592b0a"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
+UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"
 
 [compat]
 CalibrationErrors = "0.5"
 HypothesisTests = "0.8, 0.9, 0.10"
-Parameters = "0.12"
 StatsBase = "0.32, 0.33"
 StatsFuns = "0.8, 0.9"
+UnPack = "0.1, 1"
 julia = "1.1"
 
 [extras]
diff --git a/src/CalibrationTests.jl b/src/CalibrationTests.jl
index 6f16ce6..10c3f15 100644
--- a/src/CalibrationTests.jl
+++ b/src/CalibrationTests.jl
@@ -2,7 +2,7 @@ module CalibrationTests
 
 using CalibrationErrors
 using HypothesisTests
-using Parameters
+using UnPack
 using StatsBase
 using StatsFuns
 

From 25e4bb98aa2e1156eb7b02579564583ea6b59719 Mon Sep 17 00:00:00 2001
From: David Widmann <dev+git@devmotion.de>
Date: Sun, 10 May 2020 02:12:46 +0200
Subject: [PATCH 2/2] Use sample covariance matrix

---
 src/skce/asymptotic_block.jl | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/src/skce/asymptotic_block.jl b/src/skce/asymptotic_block.jl
index d38cd92..c58edc4 100644
--- a/src/skce/asymptotic_block.jl
+++ b/src/skce/asymptotic_block.jl
@@ -35,6 +35,7 @@ function AsymptoticBlockSKCETest(kernel::Kernel, blocksize::Int, data...)
 
     # compute number of blocks
     nblocks = nsamples ÷ blocksize
+    nblocks ≥ 2 || error("there must be at least 2 blocks")
 
     # evaluate U-statistic of the first block
     istart = 1
@@ -43,7 +44,7 @@ function AsymptoticBlockSKCETest(kernel::Kernel, blocksize::Int, data...)
 
     # initialize the estimate and the sum of squares
     estimate = x / 1
-    S = zero(x)
+    S = zero(estimate)^2
 
     # for all other blocks
     for b in 2:nblocks
@@ -60,7 +61,7 @@ function AsymptoticBlockSKCETest(kernel::Kernel, blocksize::Int, data...)
     end
 
     # compute standard error and z-statistic
-    stderr = sqrt(S) / nblocks
+    stderr = sqrt(S / (nblocks * (nblocks - 1)))
     z = estimate / stderr
 
     return AsymptoticBlockSKCETest(kernel, blocksize, nblocks, estimate, stderr, z)