dlookr (version 0.6.3)

kld: Kullback-Leibler Divergence

Description

Computes the Kullback-Leibler divergence between two probability distributions.

Usage

kld(p, q, base = c("log", "log2", "log10"), margin = FALSE)

Value

numeric. Kullback-Leibler divergence of probability distributions p and q.

Arguments

p

numeric. probability distributions.

q

numeric. probability distributions.

base

character. log bases. "log", "log2", "log10". default is "log"

margin

logical. Choose whether to return individual values or totals. The default value is FALSE, which returns individual values.

See Also

jsd.

Examples

# Sample data for probability distributions p.
event <- c(115, 76, 61, 39, 55, 10, 1)
no_event <- c(3, 3, 7, 10, 28, 44, 117)

p <- event / sum(event)
q <- no_event / sum(no_event)

kld(p, q)
kld(p, q, base = "log2")
kld(p, q, margin = TRUE)