bhattacharyya.matrix: Matrix of pairwise Bhattacharyya distances

Description

Computes Bhattachryya distances for pairs of components given the parameters of a Gaussian mixture.

Usage

bhattacharyya.matrix(muarray,Sigmaarray,ipairs="all", 
                                 misclassification.bound=TRUE)

Arguments

muarray

matrix of component means (different components are in different columns).

Sigmaarray

three dimensional array with component covariance matrices (the third dimension refers to components).

ipairs

"all" or list of vectors of two integers. If ipairs="all", computations are carried out for all pairs of components. Otherwise, ipairs gives the pairs of components for which computations are carried out.

misclassification.bound

logical. If TRUE, upper bounds for misclassification probabilities exp(-b) are given out instead of the original Bhattacharyya distances b.

Value

A matrix with Bhattacharyya distances (or derived misclassification bounds, see above) between pairs of Gaussian distributions with the provided parameters. If ipairs!="all", the Bhattacharyya distance is taken as 0 and the misclassification bound as 1.

References

Fukunaga, K. (1990) Introduction to Statistical Pattern Recognition, 2nd edition, Academic Press, New York. Hennig, C. (2010) Methods for merging Gaussian mixture components, Advances in Data Analysis and Classification, 4, 3-34.

Examples

Run this code

muarray <- cbind(c(0,0),c(0,0.1),c(10,10))
  sigmaarray <- array(c(diag(2),diag(2),diag(2)),dim=c(2,2,3))
  bhattacharyya.matrix(muarray,sigmaarray,ipairs=list(c(1,2),c(2,3)))