BhattacharyyaDistance: Calculates the bhattacharyya distance of the given...

In EduardaChagas/NATS_package: Nonparametric Analysis of Time Series

Description

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

Usage

BhattacharyyaDistance(prob)

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

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

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