Bhattacharya: Bhattacharya Distances

In patrickreidy/distdist: Distances on Distributions

Description

Compute the Bhattacharya distance 1 or the Bhattacharya distance 2 between two probability distributions.

Usage

## S4 method for signature 'Distribution,Distribution'
Bhattacharya1(p1, p2)

## S4 method for signature 'Distribution,Distribution'
Bhattacharya2(p1, p2)

Arguments

p1, p2

Distributions.

Details

Let p1 and p2 denote the vectors of probability mass assigned by two distributions defined on the same state space. Let rho(p1, p2) denote the fidelity similarity between p1 and p2. Then, the Bhattacharya distance 1 between p1 and p2 is given by acos(rho(p1, p2))^2; the Bhattacharya distance 2 between p1 and p2 is given by -log(rho(p1, p2)).

Value

A Bhattacharya distance between distributions p1 and p2.

See Also

Fidelity

patrickreidy/distdist documentation built on May 22, 2019, 12:40 p.m.