Function fisher_rao_distance

Source
pub fn fisher_rao_distance(p: &[f64], q: &[f64]) -> f64
Expand description

Fisher-Rao distance between two categorical distributions.

Uses the Bhattacharyya angle: d(p, q) = 2 × arccos(Σ √(p_i × q_i)). Both inputs must be non-negative and should sum to ~1.0.

Returns a value in [0, π]:

  • 0 = identical distributions
  • π = completely orthogonal (disjoint support)