statcomp (version 0.0.1.1000)

hellinger_distance: Distance measure between ordinal pattern distributions: Hellinger distance

Description

Compute the Hellinger Distance

Usage

hellinger_distance(p, q)

Arguments

p

An ordinal pattern distribution

q

A second ordinal pattern distribution to compare against p.

Value

A vector of length 1.

Details

This function returns a distance measure.

References

none

Examples

p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5)
q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5)
hellinger_distance(p=p, q = q)