fpc: bhattacharyya.dist – R documentation

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bhattacharyya.dist

Bhattacharyya distance between Gaussian distributions

Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).

bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)

`mu1`	mean vector of component 1.
`mu2`	mean vector of component 2.
`Sigma1`	covariance matrix of component 1.
`Sigma2`	covariance matrix of component 2.

The Bhattacharyya distance between the two Gaussian distributions.

Thanks to David Pinto for improving this function.

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.

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

Flexible Procedures for Clustering

v2.2-9

GPL

Authors

Christian Hennig <christian.hennig@unibo.it>

Initial release

2020-12-06