Fidelity: Fidelity Similarity

In patrickreidy/distdist: Distances on Distributions

Description

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).

Usage

## S4 method for signature 'Distribution,Distribution'
Fidelity(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 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.

Value

The fidelity similarity between distributions p1 and p2.

See Also

Bhattacharya1, Bhattacharya2, Hellinger, JeffriesMatusita

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