distance_sq: Square distance between two Gaussian distributions

Description Usage Value

View source: R/calculate_distance.R

Description

The function takes the mean and the diagonal of the covariance matrix as vector and calculates the mean and variance of their distance distribution. The formulas are based on [1] page 53.

Usage

1
distance_sq(mu1, sigma1, mu2, sigma2)

Value

a list with elements 'mean' and 'var'

1. Mathai, A. & Provost, S. Quadratic Forms in Random Variables. (1992).


proDA documentation built on Nov. 8, 2020, 5:01 p.m.