Matrix of distances between discrete probability densities given samples
Matrix of distances between discrete probability densities given samples
Computes the matrix of the Hellinger (or Matusita) distances between several multivariate or univariate discrete probability distributions, estimated from samples.
matddhellinger(x)
Arguments
x: object of class "folder" containing the data. Its elements are data frames (one data frame per distribution) whose columns are factors.
Returns
Positive symmetric matrix whose order is equal to the number of data frames (or distributions), consisting of the pairwise Hellinger distances between the distributions.
Author(s)
Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard
See Also
ddhellinger.
matddhellingerpar for discrete probability densities, given the probabilities on the same support.
References
Deza, M.M. and Deza E. (2013). Encyclopedia of distances. Springer.
Examples
# Example 1x1 <- data.frame(x = factor(c("A","A","B","B")))x2 <- data.frame(x = factor(c("A","A","A","B","B")))x3 <- data.frame(x = factor(c("A","A","B","B","B","B")))xf <- folder(x1, x2, x3)matddhellinger(xf)# 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")))x3 <- data.frame(x = factor(c("A","A","B","B","B","B")), y = factor(c("a","b","a","b","a","b")))xf <- folder(x1, x2, x3)matddhellinger(xf)