R: Hellinger distance

hellinger {statip} | R Documentation

## Hellinger distance

### Description

Estimate the Hellinger distance between two random samples whose underdyling distributions are continuous.

### Usage

    hellinger(x, y, lower = -Inf, upper = Inf, method = 1, ...)

### Arguments

`x` | numeric. A vector giving the first sample.
`y` | numeric. A vector giving the second sample.
`lower` | numeric. Lower limit passed to `integrate`.
`upper` | numeric. Upper limit passed to `integrate`.
`method` | integer. If `method = 1`, the usual definition of the Hellinger distance is used; if `method = 2`, an alternative formula is used.
`...` | Additional parameters to be passed to `densityfun`.

### Details

Probability density functions are estimated with `densityfun`. Then numeric integration is performed with `integrate`.

### Value

A numeric value, the Hellinger distance.

### References

https://en.wikipedia.org/wiki/Hellinger_distance.

### See Also

`HellingerDist` in package distrEx.

### Examples

    x <- rnorm(200, 0, 2)
    y <- rnorm(1000, 10, 15)
    hellinger(x, y, -Inf, Inf)
    hellinger(x, y, -Inf, Inf, method = 2)

[Package statip version 0.2.3 Index]