diff --git a/examples/meta/src/statistical_testing/quadratic_time_mmd.sg b/examples/meta/src/statistical_testing/quadratic_time_mmd.sg new file mode 100644 index 00000000000..9db542b413d --- /dev/null +++ b/examples/meta/src/statistical_testing/quadratic_time_mmd.sg @@ -0,0 +1,18 @@ +CSVFile f_features_p("../../data/two_sample_test_gaussian.dat") +CSVFile f_features_q("../../data/two_sample_test_laplace.dat") + +RealFeatures features_p(f_features_p) +RealFeatures features_q(f_features_q) + +GaussianKernel kernel() + +QuadraticTimeMMD mmd() +mmd.set_kernel(kernel) +mmd.set_p(features_p) +mmd.set_q(features_q) + +Real statistic = mmd.compute_statistic() +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)