JuliaStats/Distance.jl — pull request #23 by robertfeldt (2014-07-03 11:51:59+00:00)
Title: Added Bhattacharyya and Hellinger distances

These distances between probability distributions are quite useful, for more info see:

http://en.wikipedia.org/wiki/Bhattacharyya_distance

I was unsure if distances for probability distributions should be in here but since KL and JS divergences are this can also fit.

I have tried to stay close to the style and implementation details used for other distances and have also added tests.

I hope someone finds them useful.