hellinger: Compute the Hellinger distance

View source: R/utils.R

hellingerR Documentation

Compute the Hellinger distance

Description

Compute the Hellinger distance

Usage

hellinger(mu1, Sigma1, mu2, Sigma2)

Arguments

mu1, Sigma1

mean and (co)variance of the first Gaussian distribution (can be either univariate or multivariate)

mu2, Sigma2

mean and (co)variance of the second Gaussian distribution

Value

the Hellinger distance between two multivariate Gaussian distributions


bastienchassagnol/RGMMBench documentation built on Oct. 26, 2023, 5:58 p.m.