stagedtrees (version 2.1.0)

probdist: Distances between probabilities

Description

Distances between probabilities

Usage

probdist.l2(x, y)
probdist.l1(x, y)
probdist.ry(x, y)
probdist.kl(x, y)
probdist.tv(x, y)
probdist.hl(x, y)
probdist.bh(x, y)
probdist.cd(x, y)

Arguments

x

vector of probabilities.

y

vector of probabilities.

Value

The distance between p and q

Details

Functions to compute distances between probabilities:

• lp: the $L^p$ distance, $||x-y|{|}_p^p$ for $p=1,2$

• ry: the symmetric Renyi divergence of order $\alpha =2$

• kl: the symmetrized Kullback-Leibler divergence

• tv: the total variation or $L^1$ norm

• hl: the (squared) Hellinger distance

• bh: the Bhattacharyya distance

• cd: the Chan-Darwiche distance