distl2dpar | R Documentation |
L^2
distance between Gaussian densities given their parameters
L^2
distance between two multivariate (p > 1
) or univariate (dimension: p = 1
) Gaussian densities, given their parameters (mean vectors and covariance matrices if the densities are multivariate, or means and variances if univariate).
distl2dpar(mean1, var1, mean2, var2, check = FALSE)
mean1, mean2 |
means of the probability densities. |
var1, var2 |
variances ( |
check |
logical. When If the variables are univariate, it checks if the variances are not zero. |
The function distl2dpar
computes the distance between two densities, say 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 l2dpar
.
The L^2
distance between the two densities.
Be careful! If check = FALSE
and one variance matrix is degenerated (or one variance is zero if the densities are univariate), the result returned must not be considered.
Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Gilles Hunault, Sabine Demotes-Mainard
matdistl2d
in order to compute pairwise distances between several densities.
u1 <- c(1,1,1);
v1 <- matrix(c(4,0,0,0,16,0,0,0,25),ncol = 3);
u2 <- c(0,1,0);
v2 <- matrix(c(1,0,0,0,1,0,0,0,1),ncol = 3);
distl2dpar(u1,v1,u2,v2)
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