bhattacharyya.dist {fpc}

Bhattacharyya distance between Gaussian distributions

Description

Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).

Usage

bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)

Arguments

mu1

mean vector of component 1.

mu2

mean vector of component 2.

Sigma1

covariance matrix of component 1.

Sigma2

covariance matrix of component 2.

Value

The Bhattacharyya distance between the two Gaussian distributions.

Note

Thanks to David Pinto for improving this function.

Author(s)

Christian Hennig [e-mail] https://www.unibo.it/sitoweb/christian.hennig/en/

References

Fukunaga, K. (1990) Introduction to Statistical Pattern Recognition, 2nd edition, Academic Press, New York.

Hennig, C. (2010) Methods for merging Gaussian mixture components, Advances in Data Analysis and Classification, 4, 3-34.

Examples

  round(bhattacharyya.dist(c(1,1),c(2,5),diag(2),diag(2)),digits=2)