Description Usage Arguments Details Value See Also
Compute the Hellinger metric between two probability distributions.
1 2 | ## S4 method for signature 'Distribution,Distribution'
Hellinger(p1, p2)
|
p1, p2 |
|
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))
.
The Hellinger metric between distributions p1
and p2
.
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