Bounded-Lipschitz distance — morie_bl

\(\sup_{f \in BL_1}|Ef(X_n) - Ef(X)|\) metrises weak convergence. Estimated over sampled BL_1 members, so the value is a LOWER bound on the true metric. Mirrors morie.fn.ksr039.

Usage

morie_bl_distance(X_n, X, n_functions = 200L, seed = 1L)

Arguments

X_n, X: numeric samples.
n_functions: number of BL_1 members to sample.
seed: RNG seed.

Value

list: bl_distance, is_lower_bound, n_functions.

References

Kosorok (2008), Ch. 2.

Examples

set.seed(1)
morie_bl_distance(rnorm(500), rnorm(500) + 2)$bl_distance
#> [1] 1.16849