kld: Kullback-Leibler Divergence

In dlookr: Tools for Data Diagnosis, Exploration, Transformation

Kullback-Leibler Divergence

Description

Computes the Kullback-Leibler divergence between two probability distributions.

Usage

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

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.

Value

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

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)

dlookr documentation built on July 9, 2023, 6:31 p.m.