#include //index matrix (by columns) int mi(int i, int j, int d1, int d2) { return j*d1+i; } //index 3-tensor (by columns, matrices ordered by last dim) int ti(int i, int j, int k, int d1, int d2, int d3) { return k*d1*d2 + j*d1 + i; } // Emprical cross-moment of order 2 between X size nxd and Y size n void Moments_M2(double* X, double* Y, int* pn, int* pd, double* M2) { int n=*pn, d=*pd; //double* M2 = (double*)calloc(d*d,sizeof(double)); // M2 = E[Y*X^*2] - E[Y*e^*2] = E[Y (X^*2 - I)] for (int j=0; j similar to Moments_M2 and M3 above for (int j=0; j< for (int i=0; i