pomdev.corrected: POMDEV corrected calculation for numerical patterns

In Pomic: Pattern Oriented Modelling Information Criterion

Description

This function calculate the KL divergence of simulations results compared to a vector taken as a field pattern with identical techniques as POMDEV.

Usage

pomdev.corrected(object1, object2, eps=10^-30, nrange=1000)

Arguments

object1	Numerical, vector of the field pattern
object2	Numerical, vector of simulations results
eps	Numerical, value to use when the likelihood = 0 for mathematical stability
nrange	Numerical, number of interval to consider for the probability density function creation and integration

Details

This function returns 1/2 the POMDEV value + correction of the constant in KL equation corresponding to the entropy of the field pattern. Thus, this value should be close to the KL divergence using the same techniques of approximation than pomdev.

Value

Return a value corresponding to the KL divergence between the model results and the pattern

Author(s)

Cyril Piou
[e-mail]

See Also

pomdev.extra pomdev

Examples

pomdev.corrected(rnorm(100,10,5),rnorm(100*5,10.5,6),eps=10^-20)

Pomic documentation built on May 2, 2019, 6:13 a.m.