hellinger {statip}

Hellinger distance

Description

Estimate the Hellinger distance between two random samples whose underdyling distributions are continuous.

Usage

hellinger(x, y, lower = -Inf, upper = Inf, method = 1, ...)

Arguments

x

numeric. A vector giving the first sample.

y

numeric. A vector giving the second sample.

lower

numeric. Lower limit passed to integrate.

upper

numeric. Upper limit passed to integrate.

method

integer. If method = 1, the usual definition of the Hellinger distance is used; if method = 2, an alternative formula is used.

...

Additional parameters to be passed to densityfun.

Details

Probability density functions are estimated with densityfun. Then numeric integration is performed with integrate.

Value

A numeric value, the Hellinger distance.

References

https://en.wikipedia.org/wiki/Hellinger_distance.

See Also

HellingerDist in package distrEx.

Examples

x <- rnorm(200, 0, 2)
y <- rnorm(1000, 10, 15)
hellinger(x, y, -Inf, Inf)
hellinger(x, y, -Inf, Inf, method = 2)