BhattDist: Bhattacharyya distance
Description
Bhattacharyya distance between P and Q for multivariate normal distributions
Usage
BhattDist(mu1, S1, mu2, S2)
Value
Bhattacharyya distance between P and Q.
Arguments
- mu1
mean vector of P.
- S1
covariance matrix of P.
- mu2
mean vector of Q.
- S2
covariance matrix of Q.