distdist-package: distdist: Distances on Distributions

In patrickreidy/distdist: Distances on Distributions

Description

Defines an S4 class for arbitrary discrete distributions and S4 methods for divergences, distances, and metrics between distributions. Many of the functions described in Chapter 14 of Encyclopedia of Distances (Deza & Deza, 2009) are provided here.

Functions related to the p-metric

• pMetric

• Manhattan

• TotalVariation

• Euclidean

Functions related to the fidelity similarity (also known as Bhattacharya coefficient or Hellinger affinity)

• Fidelity

• Bhattacharya1

• Bhattacharya2

• Hellinger

• JeffriesMatusita

Functions related to the information-theoretic deviation

• KullbackLeibler

• JensenShannon

• Jeffrey

• Topsoe

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