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?

[Nikos Alexandris]

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-stats@.../msg00183.html

Regards, Nikos

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[Liaw, Andy]

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

> -----Original Message-----
> From: r-help-bounces@...
> [mailto:r-help-bounces@...] On Behalf Of Diana Garrett
> Sent: Thursday, November 05, 2009 3:26 PM
> To: r-help@...
> Subject: [R] Bhattacharyya distance metric
>
>
> I need to use the Bhattacharyya distance metric to determine
> population
> separation. Has anyone written a Bhattacharyya distance
> metric function in
> R?
> --
> View this message in context:
> http://old.nabble.com/Bhattacharyya-distance-metric-tp26221259
> p26221259.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
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[jude.ryan]

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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Strategy & Business Development
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Email: jude.ryan@...




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