Package jline.lib.butools.fitting

Class RelativeEntropy

java.lang.Object

jline.lib.butools.fitting.RelativeEntropy

public final class RelativeEntropy
extends Object

Method Summary

Modifier and Type	Method	Description
static double	empiricalRelativeEntropy(double[] p1, double[] p2)	Returns the empirical relative entropy using trace data.
static double	relativeEntropy(double[] p1, double[] p2)	Returns the relative entropy (aka Kullback-Leibler divergence) of two vectors.

Methods inherited from class java.lang.Object

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

Method Details

relativeEntropy

public static double relativeEntropy(double[] p1,
 double[] p2)

Returns the relative entropy (aka Kullback-Leibler divergence) of two vectors.

Parameters:

p1 - The first vector

p2 - The second vector

Returns:

The relative entropy calculated as sum(p1_i * |log(p1_i/p2_i)|)

empiricalRelativeEntropy

public static double empiricalRelativeEntropy(double[] p1,
 double[] p2)

Returns the empirical relative entropy using trace data.

Parameters:

p1 - The first vector (from empirical data)

p2 - The second vector (from model)

Returns:

The relative entropy