bayesvalidrox.surrogate_models.supplementary.hellinger_distance

bayesvalidrox.surrogate_models.supplementary.hellinger_distance(p_, q_)

Hellinger distance between two continuous distributions.

The maximum distance 1 is achieved when p_ assigns probability zero to every set to which q_ assigns a positive probability, and vice versa. 0 (identical) and 1 (maximally different)

Parameters

p_array

Reference likelihood.

q_array

Estimated likelihood.

Returns

float

Hellinger distance of two distributions.