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C++ Shell R
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Gen.R
Hellinger.cpp
KDE.R
Makefile
QPSolve.cpp
QPSolve.h
README.md
Sampling.cpp
Triangulation.cpp
mtrand.cpp
mtrand.h
plot.R
trishell.sh

README.md

opt_paper

The code needs Qhull Cplex(IBM) and Lapack(Fortran lib) to compile.

make
./TRI partition-file lambda
./HELL partition-file output/val-lambda-partition-file output/simpleces-lambda-partition-file output/points-lambda-partition-file output/count-lambda-partition-file output/simplecesLoc-lambda-partition-file N
./SAMPLE partition-file output/val-lambda-partition-file output/simpleces-lambda-partition-file output/points-lambda-partition-file output/count-lambda-partition-file output/simplecesLoc-lambda-partition-file

TRI will produce the files needed by HELL and SAMPLE in folder output/
lambda is the penalty, typical value is 1E-3 or 1E-4
N is the number of samples (monte carlo) used to calculate the helliger distance.
The dimension is >= 2.

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