Description Usage Arguments Details Value Author(s) References
This function computes the square Riemannian distance between two matrices with the Rao-Fisher metric.
1 | RaoDist(m1,m2)
|
m1, m2 |
numeric matrices. |
The distance is computed with the use of the spectral decomposition.
It returns a numeric value, the square Riemannian distance.
Laura Masiero, email: laura.masiero.10@gmail.com
Moakher, Maher (2005). "A differential geometric approach to the geometric mean of symmetric positive-definite matrices". In: SIAM Journal on Matrix Analysis and Applications 26.3, pp. 735–747. doi: 10.1137/S0895479803436937.
Said, Salem, Lionel Bombrun, Yannick Berthoumieu e Jonathan Manton (2015). "Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices". In: arXiv: 1507 . 01760. url: http://arxiv.org/abs/1507.01760.
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