Calculates the overlap between two normal distributions,
defined as the probability that a draw from one distribution
comes from the other
Usage
OverlapDist(cov.x, cov.y, iterations = 10000)
Arguments
cov.x
covariance or correlation matrix
cov.y
covariance or correlation matrix
iterations
number of drows
Value
Overlap distance between cov.x and cov.y
References
Ovaskainen, O. (2008). A Bayesian framework for comparative quantitative genetics. Proceedings of the Royal Society B, 669-678. doi:10.1098/rspb.2007.0949