getCov {flintyR}

Covariance Computations Between Pairs of Distances (Independent Case)

Description

Computes covariance matrix entries and associated alpha, beta and gamma quantities defined in Aw, Spence and Song (2023), assuming the P features of the dataset \mathbf{X} are independent.

Usage

getCov(X, p = 2)

Arguments

X

The binary or real matrix

p

The power p of l_p^p, i.e., ||x||_p^p = (x_1^p+...x_n^p)

Details

This is used in the large P asymptotics of the permutation test.

Dependencies: buildReverse, getLpDistance

Value

The three distinct entries of covariance matrix, (\alpha, \beta, \gamma)