HellingerDist: Generic function for the computation of the Hellinger distance of two distributions
Description
Generic function for the computation of the Hellinger distance $d_h$
of two distributions $P$ and $Q$ which may be defined for an arbitrary
sample space $(\Omega,{\cal A})$. The Hellinger distance is defined as
$$d_h(P,Q)=\frac{1}{2}\int|\sqrt{dP}\,-\sqrt{dQ}\,|^2$$
where $\sqrt{dP}$, respectively $\sqrt{dQ}$ denotes the square root
of the densities.
Usage
HellingerDist(e1, e2)
Arguments
e1
object of class "Distribution"
e2
object of class "Distribution"
Value
The Hellinger distance of two probability distributions
is computed.
concept
distance
References
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.