Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).
bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)
mean vector of component 1.
mean vector of component 2.
covariance matrix of component 1.
covariance matrix of component 2.
The Bhattacharyya distance between the two Gaussian distributions.
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.
# NOT RUN { round(bhattacharyya.dist(c(1,1),c(2,5),diag(2),diag(2)),digits=2) # }
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