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
A list containing the following components:
e1object of class "Distribution"; distribution 1
e2object of class "Distribution"; distribution 2
Hellinger.distanceHellinger distance of e1 and e2
concept
distance
References
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.