Changeset 809 for library/bdm/stat/exp_family.h

Timestamp:

02/21/10 20:58:32 (14 years ago)

Author:

smidl

Message:

Bhattacharyya pro Ivana

Files:

• library/bdm/stat/exp_family.h (modified) (1 diff)

library/bdm/stat/exp_family.h

@@ -199 +199 @@
         void dupdate ( mat &v, double nu = 1.0 );
 
+        //! evaluate bhattacharya distance
+        double bhattacharyya(const enorm<sq_T> &e2){
+                bdm_assert(dim == e2.dimension(), "enorms of differnt dimensions");
+                sq_T P=R;
+                P.add(e2._R());
+                
+                double tmp = 0.125*P.invqform(mu - e2._mu()) + 0.5*(P.logdet() - 0.5*(R.logdet() + e2._R().logdet()));
+                return tmp;
+        }
+        
         vec sample() const;