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Computes Bhattacharyya distance between two multivariate Gaussian distributions. See Fukunaga (1990).
bhattacharyya.dist(mu1, mu2, Sigma1, Sigma2)
The Bhattacharyya distance between the two Gaussian distributions.
mean vector of component 1.
mean vector of component 2.
covariance matrix of component 1.
covariance matrix of component 2.
Christian Hennig christian.hennig@unibo.it https://www.unibo.it/sitoweb/christian.hennig/en/
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)
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