distl2d  R Documentation 
L^2
distance between probability densities
L^2
distance between two multivariate (p > 1
) or univariate (dimension: p = 1
) probability densities, estimated from samples.
distl2d(x1, x2, method = "gaussiand", check = FALSE, varw1 = NULL, varw2 = NULL)
x1, x2 
the samples from the probability densities (see 
method 
string. It can be:

check 
logical. When Notice that if 
varw1, varw2 
the bandwidths when the densities are estimated by the kernel method (see 
The function distl2d
computes the distance between f_1
and f_2
from the formula
f_1  f_2^2 = <f_1, f_1> + <f_2, f_2>  2 <f_1, f_2>
For some information about the method used to compute the L^2
inner product or about the arguments, see l2d
.
The L^2
distance between the two densities.
Be careful! If check = FALSE
and one smoothing bandwidth matrix is degenerate, the result returned can not be considered.
Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Gilles Hunault, Sabine DemotesMainard
matdistl2d
in order to compute pairwise distances between several densities.
require(MASS)
m1 < c(0,0)
v1 < matrix(c(1,0,0,1),ncol = 2)
m2 < c(0,1)
v2 < matrix(c(4,1,1,9),ncol = 2)
x1 < mvrnorm(n = 3,mu = m1,Sigma = v1)
x2 < mvrnorm(n = 5, mu = m2, Sigma = v2)
distl2d(x1, x2, method = "gaussiand")
distl2d(x1, x2, method = "kern")
distl2d(x1, x2, method = "kern", varw1 = v1, varw2 = v2)
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