Package jline.api.measures

Class Ms_kullbackleiblerKt

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    • Method Summary

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

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    • Constructor Detail

    • Method Detail

      • ms_kullbackleibler

         final 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