kullback.leibler {Rtreemix} | R Documentation |
A function for calculating the Kullback-Leibler divergence between two discrete probability distributions. The vectors specifying the probability distributions must have the same length.
kullback.leibler(p, q)
p |
A numeric vector specifying the the first probability
distribution. It has to have the same length as q . |
q |
A numeric vector specifying the the second probability
distribution. |
The function returns the Kullback-Leibler divergence between the two specified descrete probability distributions.
The function does not check whether the values in the vectors specifying the discrete probability distributions sum up to one.
Jasmina Bogojeska
L1.dist
, L2.norm
, stability.sim
## Define two discrete probability distributions with equal lengths. p <- c(0.1, 0.2, 0.3, 0.4) q <- c(0.2, 0.5, 0.1, 0.2) ## Calculate the Kullback-Leibler divergence ## between the probability distributions p and q kullback.leibler(p, q)