cvm_stat_M {FitDynMix}

Computing the Cramér - von Mises distance between two samples

Description

This function Computing the Cramér - von Mises distance between two samples.

Usage

cvm_stat_M(vec1, vec2, power)

Arguments

vec1

(n x 1) vector: first sample.

vec2

(n x 1) vector: second sample.

power

power of the integrand. Equal to 2 when using the L2 distance

Details

This function computes the Cramér - von Mises distance between two samples. See Drovandi and Frazier (2022, p. 7).

Value

out scalar: Cramér - von Mises distance between the two samples

References

Drovandi C, Frazier DT (2022). “A comparison of likelihood-free methods with and without summary statistics.” Statistics and Computing, 32, Paper No. 42.

Examples

out = cvm_stat_M(runif(100),rnorm(100),2)