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Bhattacharyya coefficient and Hellinger correlation
corr.hellinger(dcopula, ...)
Bhattacharyya coefficient B
and Hellinger correlation eta
a function object defining a 2d copula density function
argument(s) of copula density function
Geenens, G. and Lafaye de Micheaux, P. (2022). The Hellinger correlation. Journal of the American Statistical Association 117(538), 639–653.