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Overlapping coefficient between univariate t-distributions

overlap_coef.Rd

Compute a (high speed) quadrature approximation of the overlapping coefficient between two univariate t-distributions with arbitrary mean, covariance and degrees of freedom.

Usage

overlap_coef(mean1, mean2, var1, var2, df1, df2)

Arguments

mean1

A vector, the mean parameter of a t-distribution

mean2

A vector, the mean parameter of the other t-distribution

var1

A matrix, the variance parameter of a t-distribution

var2

A matrix, the variance parameter of the other t-distribution

df1

A number, the degrees of freedom of a t-distribution

df2

A number, the degrees of freedom of the other t-distribution

nb_sample

A number of samples drawn to compute the Monte Carlo estimation

Value

A number, the Monte Carlo approximation of the overlapping coefficient between the two univariate t-distributions.

Examples

TRUE
#> [1] TRUE