distance_sq: Square distance between two Gaussian distributions

View source: R/calculate_distance.R

distance_sqR Documentation

Square distance between two Gaussian distributions

Description

The function takes the mean and the diagonal of the covariance matrix as vector and calculates the mean and variance of their distance distribution. The formulas are based on [1] page 53.

Usage

distance_sq(mu1, sigma1, mu2, sigma2)

Value

a list with elements 'mean' and 'var'

1. Mathai, A. & Provost, S. Quadratic Forms in Random Variables. (1992).


const-ae/proDA documentation built on Oct. 31, 2023, 9:39 p.m.