separability.measures: separability.measures

Description Usage Arguments Value

Description

Compute a set of measures for separability of 2 distributions. from: https://stats.stackexchange.com/a/78855/43610

Usage

1
separability.measures(Vector.1, Vector.2)

Arguments

Vector.1, Vector.2

numerical vectors

Value

A vector of 5 measures: "jm": Jeffries-Matusita index. Bounded version of Bhattacharrya on (0,2). 0: identical dsitributions; 2: perfectly separable distributions;

"bh": Bhattacharrya index Vary on (0, +inf). 0: identical distributions;

"div": Kullback-Leibler Divergence;

"tdiv": Transformed Divergence


majpark21/TSexploreR documentation built on Oct. 16, 2019, 2:46 p.m.