JeffriesMatusita: Jeffries-Matusita Distance

Description Usage Arguments Details Value See Also

Description

Compute the Jeffries-Matusita distance between two probability distributions.

Usage

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## 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

Fidelity


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