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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