Hellinger: Hellinger metric

Description Usage Arguments Details Value See Also

Description

Compute the Hellinger metric between two probability distributions.

Usage

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

Arguments

p1, p2

Distributions.

Details

Let p1 and p2 denote 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 Hellinger metric between p1 and p2 is given by sqrt(1 - rho(p1, p2)).

The Hellinger metric may also be expressed in terms of the Euclidean distance: (1 / sqrt(2)) * Euclidean(sqrt(p1), sqrt(p2)).

Value

The Hellinger metric between distributions p1 and p2.

See Also

Fidelity


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