TotalVarDist: Generic function for the computation of the total variation distance of two distributions
Description
Generic function for the computation of the total variation distance $d_v$
of two distributions $P$ and $Q$ where the distributions may be
defined for an arbitrary sample space $(\Omega,{\cal A})$.
The total variation distance is defined as
$$d_v(P,Q)=\sup_{B\in{\cal A}}|P(B)-Q(B)|$$
Usage
TotalVarDist(e1, e2, ...)
## S3 method for class 'AbscontDistribution,AbscontDistribution':
TotalVarDist(e1,e2)
## S3 method for class 'AbscontDistribution,DiscreteDistribution':
TotalVarDist(e1,e2)
## S3 method for class 'DiscreteDistribution,AbscontDistribution':
TotalVarDist(e1,e2)
## S3 method for class 'DiscreteDistribution,DiscreteDistribution':
TotalVarDist(e1,e2)
Arguments
e1
object of class "Distribution"
e2
object of class "Distribution"
...
further arguments to be used in particular methods (not in package distrEx)
Value
A list containing the following components:
e1object of class "Distribution"; distribution 1
e2object of class "Distribution"; distribution 2
total.variation.distancetotal variation distance of e1 and e2
concept
distance
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.