Package jline.api.measures

Class Ms_kullbackleibler

java.lang.Object

jline.api.measures.Ms_kullbackleibler

public final class Ms_kullbackleibler
extends Object

Method Summary

Modifier and Type	Method	Description
static double	ms_kullbackleibler(Matrix P, Matrix Q)	Kullback-Leibler divergence between two probability distributions.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

ms_kullbackleibler

public static double ms_kullbackleibler(Matrix P,
 Matrix Q)

Kullback-Leibler divergence between two probability distributions. Part of Shannon's entropy family. Measures information lost when Q is used to approximate P.

Parameters:

P - exact probability distribution

Q - model probability distribution

Returns:

KL divergence