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

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

mu1

mean vector of component 1.

mu2

mean vector of component 2.

Sigma1

covariance matrix of component 1.

Sigma2

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) # }