Distances between probabilities
probdist.l2(x, y)probdist.l1(x, y)
probdist.ry(x, y)
probdist.kl(x, y)
probdist.tv(x, y)
probdist.hl(x, y)
probdist.bh(x, y)
probdist.cd(x, y)
The distance between p and q
vector of probabilities.
vector of probabilities.
Functions to compute distances between probabilities:
lp: the \(L^p\) distance, \(||x - y||_p^p\) for \(p = 1,2\)
ry: the symmetric Renyi divergence of order \(\alpha = 2\)
kl: the symmetrized Kullback-Leibler divergence
tv: the total variation or \(L^1\) norm
hl: the (squared) Hellinger distance
bh: the Bhattacharyya distance
cd: the Chan-Darwiche distance