R: Bhattacharyya distance between Gaussian distributions

bhattacharyya.dist {fpc} | R Documentation

## 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.

### Author(s)

Christian Hennig c.hennig@ucl.ac.uk http://www.homepages.ucl.ac.uk/~ucakche/

### 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

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

[Package fpc version 2.1-10 Index]