eummd

Computes maximum mean discrepancy two-sample test for univariate data using the Laplacian kernel, as described in Bodenham and Kawahara (2023) doi:10.1007/s11222-023-10271-x. The p-value is computed using permutations. Also includes implementation for computing the robust median difference statistic 'Q_n' from Croux and Rousseeuw (1992) doi:10.1007/978-3-662-26811-7_58 based on Johnson and Mizoguchi (1978) doi:10.1137/0207013.