dist_Riemann: Riemannian distance

Description Usage Arguments Author(s) References

View source: R/dist_Riemann.R

Description

Computes the Riemannian distance using the Fisher (affine-invariant) metric between two Symmetric Positive Definite (SPD) matrices. The distance is the length of the geodesic connecting M1 to M2.

Usage

1
dist_Riemann(M1, M2, eps = 1e-09)

Arguments

M1

a SPD Matrix

M2

a SPD matrix (same dims of M1).

eps

smallest eigenvalues. The count of eigenvalues smaller than eps is reported (just a quality control).

Author(s)

Livio Finos, Marco Congedo

References

https://hal.archives-ouvertes.fr/hal-00681328 (see equation 4)


livioivil/Riemann documentation built on May 18, 2019, 1:26 a.m.