[R] Bhattacharyya distance metric

[Diana Garrett]

I need to use the Bhattacharyya distance metric to determine population
separation. Has anyone written a Bhattacharyya distance metric function in
R?
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[Νίκος Αλεξανδρής]

On Thu, 2009-11-05 at 12:25 -0800, Diana Garrett wrote:
> I need to use the Bhattacharyya distance metric to determine population
> separation. Has anyone written a Bhattacharyya distance metric function in
> R?

Something like this ( I think it's correct ):

--%<---
DBhat <- function(X1,X2){
# define means
mX1 <- mean(X1)
mX2 <- mean(X2)

# define difference of means
mDiff <- mX1 - mX2

# define cov
cvX1 <- cov(X1)
cvX2 <- cov(X2)

# define halfsum of cv's
p <- (cvX1+cvX2)/2

# the equation
0.125 * t(mDiff) * p^(-1) * mDiff + 0.5 * log10( det(p) /
sqrt( det(cvX1) * det(cvX2) ))
--%<---

A related thread (in grass-stats):
http://www.mail-archive.com/grass...@lists.osgeo.org/msg00183.html

Regards, Nikos

[Liaw, Andy]

Is that another name for the Mahalanobis distance? See ?mahalanobis.

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[jude...@ubs.com]

The Bhattacharyya distance is different from the Mahalanobis distance.
See:

http://en.wikipedia.org/wiki/Bhattacharyya_distance

There is also the Hellinger Distance and the Rao distance. For the Rao
distance, see:

http://www.scholarpedia.org/article/Fisher-Rao_metric

Jude

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