bhattacharyya.dist | R Documentation |
Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).
bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)
mu1 |
mean vector of component 1. |
mu2 |
mean vector of component 2. |
Sigma1 |
covariance matrix of component 1. |
Sigma2 |
covariance matrix of component 2. |
The Bhattacharyya distance between the two Gaussian distributions.
Thanks to David Pinto for improving this function.
Christian Hennig christian.hennig@unibo.it https://www.unibo.it/sitoweb/christian.hennig/en/
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.
round(bhattacharyya.dist(c(1,1),c(2,5),diag(2),diag(2)),digits=2)
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