BhattacharyaDistance: Calculates the bhattacharya distance of the given probability...

Description Usage Arguments Value Author(s) References Examples

View source: R/Divergences_and_Distances.R

Description

Calculates the bhattacharya distance of the given probability distribution and the uniform distribution

Usage

1

Arguments

prob

A numeric vector containing a probability distribution of ordinal patterns

Value

The Bhattacharya distance between the probability distribution of time series and uniform distribution

Author(s)

Eduarda Chagas

References

Kailath, Thomas. "The divergence and Bhattacharyya distance measures in signal selection." IEEE transactions on communication technology 15.1 (1967): 52-60.

Examples

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set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BandtPompe(series = x, dimension = d, delay = del)
BhattacharyaDistance(prob = p)

EduardaChagas/NATS_package documentation built on June 20, 2021, 4:39 a.m.