matddlppar {dad}

Matrix of distances between discrete probability densities given the probabilities on their common support

Description

Computes the matrix of the L^p distances between several multivariate or univariate discrete probability distributions on the same support (which can be a Cartesian product of q sets), given the probabilities of the states (which are q-tuples) of the support.

Usage

matddlppar(freq, p = 1)

Arguments

freq

list of arrays. Their dim attribute is a vector with length q, its elements containing the numbers of levels of the sets. Each array contains the probabilities of the discrete distribution on the same support.

p

integer. Parameter of the distance.

Value

Positive symmetric matrix whose order is equal to the number of distributions, consisting of the pairwise L^p distances between these 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

ddlppar.

matddlp for discrete probability distributions which are estimated from samples.