gauss.pdist: Pairwise Distance/Dissimilarities between Gaussian...

In kyoustat/T4Gauss: Tools and Methods for Gaussian Distribution

Description

Pairwise Distance/Dissimilarities between Gaussian distributions

Usage

gauss.pdist(
  x,
  y = NULL,
  type = c("bh", "cs", "kl", "skl", "wass2"),
  as.dist = FALSE
)

Examples

## test with 1-dimensional Gaussian distributions
list1d = list()
for (i in 1:15){
   val.center  = rnorm(1, sd=0.25)
   val.sd      = runif(1, min=0.75,max=1)
   list1d[[i]] = wrapgauss1d(mean=val.center, sd=val.sd)
}
for (j in 16:40){
   val.center  = rnorm(1, sd=0.25) + 10
   val.sd      = runif(1, min=4.75,max=5)
   list1d[[j]] = wrapgauss1d(mean=val.center, sd=val.sd)
}

## compute pairwise distance 
d1wass2 = gauss.pdist(list1d, type="wass2")
d1kl    = gauss.pdist(list1d, type="kl")
d1skl   = gauss.pdist(list1d, type="skl")
d1cs    = gauss.pdist(list1d, type="cs")
d1bh    = gauss.pdist(list1d, type="bh")

## visualize
opar <- par(mfrow=c(2,3), pty="s")
image(d1wass2[,40:1], axes=FALSE, main="pdist: 2-Wasserstein")
image(d1kl[,40:1],    axes=FALSE, main="pdist: KL")
image(d1skl[,40:1],   axes=FALSE, main="pdist: Symmetric KL")
image(d1cs[,40:1],    axes=FALSE, main="pdist: Cauchy-Schwarz")
image(d1bh[,40:1],    axes=FALSE, main="pdist: Bhattacharyya")
par(opar)

## Not run: 
## test with 5-dimensional Gaussian distributions
list5d = list()
for (i in 1:20){
   vec.center  = rmvnorm(1, mean=rep(0,5))
   list5d[[i]] = wrapgaussNd(mu=vec.center, sigma=diag(5))
}
for (j in 21:40){
   vec.center  = rmvnorm(1, mean=rep(0,5)+1.5)
   mysig = matrix(rnorm(100*5), ncol=5)
   mysig = t(mysig)%*%mysig
   list5d[[j]] = wrapgaussNd(mu=vec.center, sigma=mysig)
}

## compute pairwise distance
d5wass2 = gauss.pdist(list5d, type="wass2")
d5kl    = gauss.pdist(list5d, type="kl")
d5skl   = gauss.pdist(list5d, type="skl")
d5cs    = gauss.pdist(list5d, type="cs")
d5bh    = gauss.pdist(list5d, type="bh")

## visualize
opar <- par(mfrow=c(2,3), pty="s")
image(d5wass2[,40:1], axes=FALSE, main="pdist: 2-Wasserstein")
image(d5kl[,40:1],    axes=FALSE, main="pdist: KL")
image(d5skl[,40:1],   axes=FALSE, main="pdist: Symmetric KL")
image(d5cs[,40:1],    axes=FALSE, main="pdist: Cauchy-Schwarz")
image(d5bh[,40:1],    axes=FALSE, main="pdist: Bhattacharyya")
par(opar)

## End(Not run)

kyoustat/T4Gauss documentation built on April 9, 2020, 10:47 a.m.