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added threshold computation using inverse gaussian cdf
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karlnapf committed Jul 30, 2012
1 parent f3492a1 commit da0380e
Showing 1 changed file with 2 additions and 4 deletions.
6 changes: 2 additions & 4 deletions src/shogun/statistics/LinearTimeMMD.cpp
Expand Up @@ -141,10 +141,8 @@ float64_t CLinearTimeMMD::compute_threshold(float64_t alpha)
case MMD1_GAUSSIAN:
{
/* compute variance and use to estimate Gaussian distribution */
SG_WARNING("CLinearTimeMMD::compute_threshold(): not yet"
"implemented for MMD1_GAUSSIAN");
// float64_t std_dev=CMath::sqrt(compute_variance_estimate());
// result=1.0-CStatistics::inverse_normal_cdf(1-alpha, std_dev);
float64_t std_dev=CMath::sqrt(compute_variance_estimate());
result=1.0-CStatistics::inverse_normal_cdf(1-alpha, 0, std_dev);
}
break;

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