distance_sq {proDA} | R Documentation

## Square distance between two Gaussian distributions

### Description

The function takes the mean and the diagonal of the covariance matrix as vector and calculates the mean and variance of their distance distribution. The formulas are based on [1] page 53.

### Usage

    distance_sq(mu1, sigma1, mu2, sigma2)

### Value

a list with elements 'mean' and 'var'

1. Mathai, A. & Provost, S. Quadratic Forms in Random Variables. (1992).

[Package proDA version 1.4.0 Index]