bhattacharyya.dist: Bhattacharyya distance between Gaussian distributions

In fpc: Flexible Procedures for Clustering

Bhattacharyya distance between Gaussian distributions

Description

Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).

Usage

bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)

Arguments

mu1	mean vector of component 1.
mu2	mean vector of component 2.
Sigma1	covariance matrix of component 1.
Sigma2	covariance matrix of component 2.

Value

The Bhattacharyya distance between the two Gaussian distributions.

Note

Thanks to David Pinto for improving this function.

Author(s)

Christian Hennig [e-mail] https://www.unibo.it/sitoweb/christian.hennig/en/

References

Fukunaga, K. (1990) Introduction to Statistical Pattern Recognition, 2nd edition, Academic Press, New York.

Hennig, C. (2010) Methods for merging Gaussian mixture components, Advances in Data Analysis and Classification, 4, 3-34.

Examples

  round(bhattacharyya.dist(c(1,1),c(2,5),diag(2),diag(2)),digits=2)

fpc documentation built on Jan. 7, 2023, 1:13 a.m.