hellinger_distance function

Distance measure between ordinal pattern distributions: Hellinger distance

Compute the Hellinger Distance

hellinger_distance(p, q)

Arguments

• p: An ordinal pattern distribution
• q: A second ordinal pattern distribution to compare against p.

Returns

A vector of length 1.

Details

This function returns a distance measure.

Examples

p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5)
q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5)
hellinger_distance(p=p, q = q)

References

none

Author(s)

Sebastian Sippel