Matrix of pairwise Bhattacharyya distances
Computes Bhattachryya distances for pairs of components given the parameters of a Gaussian mixture.
bhattacharyya.matrix(muarray,Sigmaarray,ipairs="all",
misclassification.bound=TRUE)muarray |
matrix of component means (different components are in different columns). |
Sigmaarray |
three dimensional array with component covariance matrices (the third dimension refers to components). |
ipairs |
|
misclassification.bound |
logical. If |
A matrix with Bhattacharyya distances (or derived misclassification
bounds, see above) between pairs of Gaussian distributions with the
provided parameters. If ipairs!="all", the Bhattacharyya
distance and the misclassification bound are given as NA for
pairs not included in ipairs.
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.
muarray <-cbind(c(0,0),c(0,0.1),c(10,10)) sigmaarray <- array(c(diag(2),diag(2),diag(2)),dim=c(2,2,3)) bhattacharyya.matrix(muarray,sigmaarray,ipairs=list(c(1,2),c(2,3)))
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