Approximate p-value for Test of Exchangeability (Assuming Large N and P)

Computes the large \((N,P)\) asymptotic p-value for dataset \(\mathbf{X}\), assuming its \(P\) features are independent

indGaussian(X, p = 2)

Arguments

X

The binary or real matrix on which to perform test of exchangeability

p

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

Value

The asymptotic p-value

Details

This is the large \(N\) and large \(P\) asymptotics of the permutation test.

Dependencies: getBinVStat, getRealVStat, getCov, getChi2Weights