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)
#![create_instance]

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

#![perform_test]
Real alpha = 0.05
Real threshold = mmd.compute_threshold(alpha)
Real p_value = mmd.compute_p_value(alpha)
Real h0_rejected = mmd.perform_test(alpha)
#![perform_test]