mmd_of(x_nu, x_de; σ=nothing)

Compute the maximum mean discrepency give two set of samples x_nu and x_de. If σ is not provided, it will be taken as "median / log(n)" where median is the median of pair-wise Ecludean distances and n is the number of samples in x_de.

perform(cfg::GewekeTest, rand_θ, rand_x_given, rand_θ_given, g=nothing)

Run Geweke (joint distribution) test and compute the test statistic using g as the test function as in Equation (6) of (Geweke, 2014).