Created
March 29, 2016 20:21
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CSVFile f_features_p("../../data/two_sample_test_gaussian.dat") | |
CSVFile f_features_q("../../data/two_sample_test_laplace.dat") | |
#![create_features] | |
RealFeatures features_p(f_features_p) | |
RealFeatures features_q(f_features_q) | |
#![create_features] | |
#![create_instance] | |
QuadraticTimeMMD mmd() | |
GaussianKernel kernel() | |
mmd.set_kernel(kernel) | |
mmd.set_p(features_p) | |
mmd.set_q(features_q) | |
Real alpha = 0.05 | |
#![create_instance] | |
#![estimate_mmd_unbiased] | |
mmd.set_statistic_type(enum UNBIASED_FULL) | |
Real statistic_unbiased = mmd.compute_statistic() | |
#![estimate_mmd_unbiased] | |
#![estimate_mmd_biased] | |
mmd.set_statistic_type(enum BIASED_FULL) | |
Real statistic_biased = mmd.compute_statistic() | |
#![estimate_mmd_biased] | |
#![perform_test_permutation] | |
mmd.set_null_approximation_method(enum PERMUTATION) | |
mmd.set_num_null_samples(200) | |
Real threshold_permutation = mmd.compute_threshold(alpha) | |
Real p_value_permutation = mmd.compute_p_value(statistic) | |
Real h0_rejected_permutation = mmd.perform_test(alpha) | |
#![perform_test_permutation] | |
#![perform_test_spectrum] | |
mmd.set_null_approximation_method(enum MMD2_SPECTRUM) | |
mmd.set_num_null_samples(200) | |
Real threshold_spectrum = mmd.compute_threshold(alpha) | |
Real p_value_spectrum = mmd.compute_p_value(statistic) | |
Real h0_rejected_spectrum = mmd.perform_test(alpha) | |
#![perform_test_spectrum] | |
#![perform_test_gamma] | |
mmd.set_null_approximation_method(enum MMD2_GAMMA) | |
Real threshold_gamma = mmd.compute_threshold(alpha) | |
Real p_value_gamma = mmd.compute_p_value(statistic) | |
Real h0_rejected_gamma = mmd.perform_test(alpha) | |
#![perform_test_gamma] |
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