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