From 9287ee1a4192ba9acfec5fc06cf2b50e1bd6f541 Mon Sep 17 00:00:00 2001 From: Heiko Strathmann Date: Tue, 22 Mar 2016 15:13:45 +0000 Subject: [PATCH] first meta example for mmd --- .../statistical_testing/quadratic_time_mmd.sg | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) create mode 100644 examples/meta/src/statistical_testing/quadratic_time_mmd.sg 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)