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]