Learn R Programming

fpc (version 2.1-8)

bhattacharyya.dist: Bhattacharyya distance between Gaussian distributions

Description

Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).

Usage

bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)

Arguments

mu1
mean vector of component 1.
mu2
mean vector of component 2.
Sigma1
covariance matrix of component 1.
Sigma2
covariance matrix of component 2.

Value

  • The Bhattacharyya distance between the two Gaussian distributions.

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
round(bhattacharyya.dist(c(1,1),c(2,5),diag(2),diag(2)),digits=2)

Run the code above in your browser using DataLab