Class Ms_relatentropyKt

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    • Field Summary

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    • Enum Constant Summary

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      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      final static Double ms_relatentropy(Matrix x, Matrix y) Compute relative entropy (a.k.a KL divergence) z=KL(p(x)||p(y)) of two discrete variables x and y.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • ms_relatentropy

         final static Double ms_relatentropy(Matrix x, Matrix y)

        Compute relative entropy (a.k.a KL divergence) z=KL(p(x)||p(y)) of two discrete variables x and y.

        Parameters:
        x - first matrix
        y - second matrix of the same length
        Returns:

        relative entropy (a.k.a KL divergence) z=KL(p(x)||p(y))