hellinger | R Documentation |
Compute the Hellinger distance
hellinger(mu1, Sigma1, mu2, Sigma2)
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 |
the Hellinger distance between two multivariate Gaussian distributions
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