Ddivergence
From MCMCglmm v2.29
by Jarrod Hadfield
d-divergence
Calculates Ovaskainen's (2008) d-divergence between 2 zero-mean multivariate normal distributions.
- Keywords
- multivariate
Usage
Ddivergence(CA=NULL, CB=NULL, n=10000)Arguments
- CA
Matrix A
- CB
Matrix B
- n
number of Monte Carlo samples for approximating the integral
Value
d-divergence
Note
In versions of MCMCglmm <2.26 Ovaskainen's (2008) d-divergence was incorrectly calculated.
References
Ovaskainen, O. et. al. (2008) Proc. Roy. Soc - B (275) 1635 593-750
Examples
# NOT RUN {
CA<-rIW(diag(2),10, n=1)
CB<-rIW(diag(2),10, n=1)
Ddivergence(CA, CB)
# }
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