linear_time_mmd.sg

#![create_features]
GaussianBlobsDataGenerator features_p()
GaussianBlobsDataGenerator features_q()
#![create_features]

#![create_instance]
LinearTimeMMD mmd()
GaussianKernel kernel()
mmd.set_kernel(kernel)
mmd.set_p(features_p)
mmd.set_q(features_q)
mmd.set_num_samples_p(1000)
mmd.set_num_samples_q(1000)
#![create_instance]

#![set_burst]
mmd.set_num_blocks_per_burst(100)
#![set_burst]

#![estimate_mmd]
real statistic = mmd.compute_statistic()
#![estimate_mmd]

#![perform_test_threshold]
real alpha = 0.05
real threshold = mmd.compute_threshold(alpha)
#![perform_test_threshold]

#![perform_test_p_value]
real p_value = mmd.compute_p_value(statistic)
#![perform_test_p_value]