Description Usage Arguments Details Value See Also
Compute the Jeffries-Matusita distance between two probability distributions.
1 2 | ## S4 method for signature 'Distribution,Distribution'
JeffriesMatusita(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
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.
The Jeffries-Matusita distance between distributions p1
and
p2
.
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