Distance measure between ordinal pattern distributions: Hellinger distance

Description

Compute the Hellinger Distance

Usage

1

Arguments

p

An ordinal pattern distribution

q

A second ordinal pattern distribution to compare against p.

Details

This function returns a distance measure.

Value

A vector of length 1.

Author(s)

Sebastian Sippel

References

none

Examples

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p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5)
q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5)
hellinger_distance(p=p, q = q)

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