[R] Bhattacharyya distance metric

[jude.ryan at 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

 

___________________________________________
Jude Ryan
Director, Client Analytical Services
Strategy & Business Development
UBS Financial Services Inc.
1200 Harbor Boulevard, 4th Floor
Weehawken, NJ 07086-6791
Tel. 201-352-1935
Fax 201-272-2914
Email: jude.ryan at ubs.com



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