corr.hellinger: Bhattacharyya coefficient and Hellinger correlation

In mable: Maximum Approximate Bernstein/Beta Likelihood Estimation

Bhattacharyya coefficient and Hellinger correlation

Description

Bhattacharyya coefficient and Hellinger correlation

Usage

corr.hellinger(dcopula, ...)

Arguments

dcopula	a function object defining a 2d copula density function
...	argument(s) of copula density function

Value

Bhattacharyya coefficient B and Hellinger correlation eta

References

Geenens, G. and Lafaye de Micheaux, P. (2022). The Hellinger correlation. Journal of the American Statistical Association 117(538), 639–653.

mable documentation built on Oct. 1, 2024, 9:06 a.m.