JeffriesMatusita: Jeffries-Matusita Distance
In patrickreidy/distdist: Distances on Distributions
Description
Usage
Arguments
Details
Value
See Also
Description
Compute the Jeffries-Matusita distance between two probability distributions.
Usage
1
2
## S4 method for signature 'Distribution,Distribution'
JeffriesMatusita(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
Jeffries-Matusita distance between p1 and p2 is given by
sqrt(2 * (1 - Fidelity(p1, p2))).
The Jeffries-Matusita distance may also be expressed in terms of any of the
following: Euclidean distance, Bhattacharya distance 2, and Hellinger metric.
It is straightforward to arrive at any of these expressions.
Value
The Jeffries-Matusita distance between distributions p1 and
p2.
See Also
patrickreidy/distdist documentation built on May 22, 2019, 12:40 p.m.
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Description Usage Arguments Details Value See Also
Description
Compute the Jeffries-Matusita distance between two probability distributions.
Usage
1 2 | ## S4 method for signature 'Distribution,Distribution'
JeffriesMatusita(p1, p2)
|
Arguments
p1, p2 |
|
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
Jeffries-Matusita distance between p1 and p2 is given by
sqrt(2 * (1 - Fidelity(p1, p2))).
The Jeffries-Matusita distance may also be expressed in terms of any of the following: Euclidean distance, Bhattacharya distance 2, and Hellinger metric. It is straightforward to arrive at any of these expressions.
Value
The Jeffries-Matusita distance between distributions p1 and
p2.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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