Distance between probability distributions of discrete variables given samples
Distance between probability distributions of discrete variables given samples
Symmetrized chi-squared distance between two multivariate (q>1) or univariate (q=1) discrete probability distributions, estimated from samples.
ddchisqsym(x1, x2)
Arguments
x1, x2: vectors or data frames of q columns (can also be a tibble).
If they are data frames and have not the same column names, there is a warning.
Details
Let p1 and p2 denote the estimated probability distributions of the discrete samples x1 and x2. The symmetrized chi-squared distance between the discrete probability distributions of the samples are computed using the ddchisqsympar function.
Returns
The distance between the two probability distributions.
Author(s)
Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard
See Also
ddchisqsympar: chi-squared distance between two discrete distributions, given the probabilities on their common support.
Other distances: ddhellinger, ddjeffreys, ddjensen, ddlp.
References
Deza, M.M. and Deza E. (2013). Encyclopedia of distances. Springer.
Examples
# Example 1x1 <- c("A","A","B","B")x2 <- c("A","A","A","B","B")ddchisqsym(x1, x2)# Example 2x1 <- data.frame(x = factor(c("A","A","A","B","B","B")), y = factor(c("a","a","a","b","b","b")))x2 <- data.frame(x = factor(c("A","A","A","B","B")), y = factor(c("a","a","b","a","b")))ddchisqsym(x1, x2)