Euclidean: Euclidean Distance

In patrickreidy/distdist: Distances on Distributions

Description

Compute the Euclidean distance between two probability distributions. (Some authors also refer to the Euclidean distance on distributions as the Patrick-Fischer distance.)

Usage

## S4 method for signature 'Distribution,Distribution'
Euclidean(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. Then, the Euclidean distance between p1 and p2 is given by (sum(abs(p1 - p2)^2))^(1/2).

The Euclidean distance is equal to the 2-metric.

Value

The Euclidean distance between distributions p1 and p2.

See Also

p-metric

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