R help - Nov 2009 - 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?
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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 at lists.osgeo.org/msg00183.html

Regards, Nikos

Is that another name for the Mahalanobis distance?  See ?mahalanobis. 
> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Diana Garrett
> Sent: Thursday, November 05, 2009 3:26 PM
> To: r-help at r-project.org
> 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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> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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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

 

___________________________________________
Jude Ryan
Director, Client Analytical Services
Strategy & Business Development
UBS Financial Services Inc.
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Tel. 201-352-1935
Fax 201-272-2914
Email: jude.ryan at ubs.com



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