RelativeEntropyKt

All Implemented Interfaces:


public final class RelativeEntropyKt

Nested Class Summary

Nested Classes
Modifier and Type	Class	Description

Field Summary

Fields
Modifier and Type	Field	Description

Constructor Summary

Constructors
Constructor	Description

Enum Constant Summary

Enum Constants
Enum Constant	Description

Method Summary

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

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - relativeEntropy
```
 final static Double relativeEntropy(DoubleArray p1, DoubleArray 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
```
 final static Double empiricalRelativeEntropy(DoubleArray p1, DoubleArray 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