hd.lc: Hellinger distance between log-concave densities

In nilanjanalaha/SDNNtests: SHAPE CONSTRAINED TESTS OF STOCHASTIC DOMINANCE

Description

Provides an estimate of the squared hellinger distance between two log-concave densities. This function uses the log-concave density estimator of Dumbgen and Rufibatch (2009), given by logConDens of logcondens package.

Usage

hd.lc(x, y)

Arguments

x	Vector of m independent and identically distributed random variables; corresponds to the first sample.
y	Vector of n independent and identically distributed random variables; corresponds to the second sample.

Value

A point estimator of the Hellinger distance.

Author(s)

Nilanjana Laha (maintainer), [e-mail],

Alex Luedtke, [e-mail].

References

Laha, N., Moodie, Z., Huang, Y., and Luedtke (2021), A. Improved inference for vaccine-induced immune responses via shape-constrained methods. Submitted.

Dumbgen, L. and Rufibatch, K. (2009). Maximum likelihood estimation of a logconcave density and its distribution function: Basic properties and uniform consistency, Bernoulli, 15, 40–68.

See Also

hd.uni, hd.lc.sm, hell.ci

Examples

x <- sort(rnorm(100)); y <- sort(rgamma(50, shape=1));
hd.lc(x,y)

nilanjanalaha/SDNNtests documentation built on June 15, 2021, 8:20 p.m.