Description Usage Arguments Details Value See Also
Compute the fidelity similarity between two probability distributions. This similarity is also known as the Bhattacharya coefficient (not to be confused with the Bhattacharya distances) and the Hellinger affinity (not to be confused with the Hellinger metric).
1 2 | ## S4 method for signature 'Distribution,Distribution'
Fidelity(p1, p2)
|
p1, p2 |
|
Let p1
and p2
denote the vectors of probability mass assigned
by two distributions defined on the same state space. Then, the fidelity
similarity between p1
and p2
is given by sum(sqrt(p1 * p2))
.
The Hellinger metric and the Bhattacharya distances may both be defined in terms of the fidelity similarity.
The fidelity similarity between distributions p1
and p2
.
Bhattacharya1
, Bhattacharya2
, Hellinger
, JeffriesMatusita
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