Hellinger distance
Estimate the Hellinger distance between two random samples whose underdyling distributions are continuous.
hellinger(x, y, lower = -Inf, upper = Inf, method = 1, ...)
x |
numeric. A vector giving the first sample. |
y |
numeric. A vector giving the second sample. |
lower |
numeric. Lower limit passed to |
upper |
numeric. Upper limit passed to |
method |
integer. If |
... |
Additional parameters to be passed to |
Probability density functions are estimated with
densityfun.
Then numeric integration is performed with integrate.
A numeric value, the Hellinger distance.
HellingerDist in package distrEx.
x <- rnorm(200, 0, 2) y <- rnorm(1000, 10, 15) hellinger(x, y, -Inf, Inf) hellinger(x, y, -Inf, Inf, method = 2)
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