ddhellinger {dad} | R Documentation |
Distance between probability distributions of discrete variables given samples
Description
Hellinger (or Matusita) distance between two multivariate (q > 1
) or univariate (q = 1
) discrete probability distributions, estimated from samples.
Usage
ddhellinger(x1, x2)
Arguments
x1 , x2 |
data frames of If they are data frames and have not the same column names, there is a warning. |
Details
Let p_1
and p_2
denote the estimated probability distributions of the discrete samples x_1
and x_2
. The Matusita distance between the discrete probability distributions of the samples are computed using the ddhellingerpar
function.
Value
The distance between the two probability distributions.
Author(s)
Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard
References
Deza, M.M. and Deza E. (2013). Encyclopedia of distances. Springer.
See Also
ddhellingerpar
: Hellinger metric (Matusita distance) between two discrete distributions, given the on their common support probabilities.
Other distances: ddchisqsym
, ddjeffreys
, ddjensen
, ddlp
.
Examples
# Example 1
x1 <- c("A", "A", "B", "B")
x2 <- c("A", "A", "A", "B", "B")
ddhellinger(x1, x2)
# Example 2
x1 <- data.frame(x = factor(c("A", "A", "A", "B", "B", "B")),
y = factor(c("a", "a", "a", "b", "b", "b")))
x2 <- data.frame(x = factor(c("A", "A", "A", "B", "B")),
y = factor(c("a", "a", "b", "a", "b")))
ddhellinger(x1, x2)