LOL

• repo contents
• installation guide
• reproduction instructions

For pseudocode for all algorithms, see Appendix of draft in Draft.

Repo Contents:

• Code: folder containing MATLAB & R code to reproduce all results in the manuscript
• Draft: contains tex stuff for our draft
• Figs: all figures from the plotting code used in the draft
• Data: contains the processed raw data to reproduce all results in the draft, and existing results to readily generate the figures.

Installation guide:

Dependencies

• MATLAB (works in R2016B)
• osx (works in sierra 10.12.5)

Demo

1. Navigate to folder XXX.
2. To load demo data, type load demo.mat, which loads X and Y into the workspace. Note that X is a n-by-d matrix and Y is a n-by-q matrix.
3. To run on data, in MATLAB, type [a,b,c] = MGC(X,Y)
4. The output will be a set of figures and the p-value, test statistic, optimal scales, XXX.

Reproduction Instruction

MATLAB

Add all folders and subfolders of MGC to the path. To repeat the simulations and real data experiments, run any of the following:

• run_1d_sims;
• run_hd_sims;
• run_realData;
• plot_all; % to run all the plots

The running time on a standard i7 desktop takes around 1 day for 1D and HD simulations, and around 10 minutes for the real data.

R

All codes are in MGC/Code/R, and do run_realData to give an example of MGC running on real data. Typical running time: 1 minute on a standard i7 desktop