HellingerDistance: Calculates the hellinger distance of the given probability...
In EduardaChagas/NATS_package: Nonparametric Analysis of Time Series
Description
Usage
Arguments
Value
Author(s)
References
Examples
View source: R/Divergences_and_Distances.R
Description
Calculates the hellinger distance of the given probability distribution and the uniform distribution
Usage
1
HellingerDistance(prob)
Arguments
prob
A numeric vector containing a probability distribution of ordinal patterns
Value
The Hellinger distance between the probability distribution of time series and uniform distribution
Author(s)
Eduarda Chagas
References
Beran, Rudolf. "Minimum Hellinger distance estimates for parametric models." The annals of Statistics 5.3 (1977): 445-463.
Examples
1
2
3
4
5
6
set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BandtPompe(series = x, dimension = d, delay = del)
HellingerDistance(prob = p)
EduardaChagas/NATS_package documentation built on June 20, 2021, 4:39 a.m.
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Description Usage Arguments Value Author(s) References Examples
View source: R/Divergences_and_Distances.R
Description
Calculates the hellinger distance of the given probability distribution and the uniform distribution
Usage
1 | HellingerDistance(prob)
|
Arguments
prob |
A numeric vector containing a probability distribution of ordinal patterns |
Value
The Hellinger distance between the probability distribution of time series and uniform distribution
Author(s)
Eduarda Chagas
References
Beran, Rudolf. "Minimum Hellinger distance estimates for parametric models." The annals of Statistics 5.3 (1977): 445-463.
Examples
1 2 3 4 5 6 | set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BandtPompe(series = x, dimension = d, delay = del)
HellingerDistance(prob = p)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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