calc_kl: Calculate KL divergence of features

Description Usage Arguments Value Note References See Also Examples

View source: R/kl_divergence.R

Description

Computes Kullback-Leibler divergence between features and target vector.

Usage

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calc_kl(feature, target, len_target, pos_target)

Arguments

feature

feature vector.

target

target.

len_target

length of the target vector.

pos_target

number of positive cases in the target vector.

Value

A numeric vector of length 1 representing Kullback-Leibler divergence value.

Note

Both target and features must be binary, i.e. contain only 0 and 1 values.

The function was designed to be as fast as possible subroutine of calc_criterion and might be cumbersome if directly called by a user.

References

Kullback S, Leibler RA On information and sufficiency. Annals of Mathematical Statistics 22 (1):79-86, 1951.

See Also

test_features. Kullback-Leibler divergence is calculated using KL.plugin.

Examples

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tar <- sample(0L:1, 100, replace = TRUE)
feat <- sample(0L:1, 100, replace = TRUE)
calc_kl(feat, tar, 100, sum(tar))

biogram documentation built on March 31, 2020, 5:14 p.m.