hd.lc.sm: 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 smoothed log-concave density estimator of Chen and Samworth (2013), given by logConDens of logcondens package.

Usage

hd.lc.sm(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.

Chen, Y. and Samworth, R. J. (2013). Smoothed log-concave maximum likelihood estimation with applications, Statistica Sinica, 23, 1303-1398.

See Also

hd.lc, hd.uni, hell.ci

Examples

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

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