corr.hellinger {mable}R Documentation

Bhattacharyya coefficient and Hellinger correlation

Description

Bhattacharyya coefficient and Hellinger correlation

Usage

corr.hellinger(dcopula, ...)

Arguments

dcopula

a function object defining a 2d copula density function

...

argument(s) of copula density function

Value

Bhattacharyya coefficient B and Hellinger correlation eta

References

Geenens, G. and Lafaye de Micheaux, P. (2022). The Hellinger correlation. Journal of the American Statistical Association 117(538), 639–653.


[Package mable version 4.1.1 Index]