probdist: Distances between probabilities

In stagedtrees: Staged Event Trees

Distances between probabilities

Description

Distances between probabilities

Usage

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)

Arguments

x	vector of probabilities.
y	vector of probabilities.

Details

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

Value

The distance between p and q

stagedtrees documentation built on May 29, 2024, 12:33 p.m.