distance_sq {proDA} | R Documentation |
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.
distance_sq(mu1, sigma1, mu2, sigma2)
a list with elements 'mean' and 'var'
1. Mathai, A. & Provost, S. Quadratic Forms in Random Variables. (1992).