HellingerDist
From distrEx v0.4-2
by Matthias Kohl
Generic function for the computation of the Hellinger distance of two distributions
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.
- Keywords
- distribution
Usage
HellingerDist(e1, e2)
Arguments
- e1
- object of class
"Distribution"
- e2
- object of class
"Distribution"
Value
- A list containing the following components:
e1 object of class "Distribution"
; distribution 1e2 object of class "Distribution"
; distribution 2Hellinger.distance Hellinger distance of e1
ande2
concept
distance
References
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
See Also
distrExIntegrate
, ContaminationSize
,
TotalVarDist
, KolmogorovDist
,
Distribution-class
Examples
HellingerDist(Norm(), Gumbel())
HellingerDist(Norm(), Td(10))
HellingerDist(Norm(mean = 50, sd = sqrt(25)), Binom(size = 100)) # mutually singular
HellingerDist(Pois(10), Binom(size = 20))
Community examples
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