cvm_stat_M {FitDynMix} | R Documentation |
This function Computing the Cramér - von Mises distance between two samples.
cvm_stat_M(vec1, vec2, power)
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 |
This function computes the Cramér - von Mises distance between two samples. See Drovandi and Frazier (2022, p. 7).
out scalar: Cramér - von Mises distance between the two samples
Drovandi C, Frazier DT (2022). “A comparison of likelihood-free methods with and without summary statistics.” Statistics and Computing, 32, Paper No. 42.
out = cvm_stat_M(runif(100),rnorm(100),2)