shogun-toolbox/shogun — pull request #2256 by lambday (2014-05-25 00:44:55+00:00)
Title: Updated QuadraticTimeMMD with new formulas

The previous implementation is also kept alongside with the new
implementation as DEPRECATED versions.

The changes are

- compute_statistic method now returns m*n/(m+n)*MMD^2 estimate.
- An incomplete estimate of statistic is made available.
- Previous results work if statistic type is set as BIASED_DEPRECATED,
UNBIASED_DEPRECATED which returns (m+n)*MMD^2 in general case and
m*MMD^2 when m equals n.
- Spectral estimate of null samples returns m*n/(m+n)*Null-samples now
Previous method works with MMD2_SPECTRUM_DEPRECATED enum.
- Estimate of variance of asymptotic distribution of the statistic is
computed along with computing statistic to avoid recomputing the
kernel. Variance under null and alternative are computed separately.
- Similar to compute_statistic, compute_variance works with multiple
kernels as well.