shogun-toolbox/shogun — pull request #846 by karlnapf (2012-12-30 15:52:42+00:00)
Title: More work on kernel selection for linear time MMD test

This one adds computation of a linear time constant space estimate of the covariance matrix between the h-terms of all pairs of used kernels.

See CLinearTimeMMD::compute_statistic_and_Q()

Comes with a few modifications of CKernel and related classes.

Added new test case for Q computation, which also checks old code where some bugs were corrected