first meta example for mmd

shogun-toolbox · Jul 1, 2016 · ada18dc · ada18dc
1 parent a611c66
commit ada18dc
Showing 1 changed file with 18 additions and 0 deletions.
diff --git a/examples/meta/src/statistical_testing/quadratic_time_mmd.sg b/examples/meta/src/statistical_testing/quadratic_time_mmd.sg
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+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)