Covariance Computations Between Pairs of Distances (Independent Case)

Computes covariance matrix entries and associated alpha, beta and gamma quantities defined in Aw, Spence and Song (2021), assuming the $P$ features of the dataset $\mathbf{X}$ are independent.

getCov(X, p = 2)

Arguments

X: The binary or real matrix
p: The power $p$ of $l_p^p$ , i.e., $||x||_p^p = (x_1^p+...x_n^p)$

Value

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

Details

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

Dependencies: buildReverse, getLpDistance