JensenDivergence: Calculates the Jensen Divergence of the given probability...
In EduardaChagas/NATS_package: Nonparametric Analysis of Time Series
Description
Usage
Arguments
Value
Author(s)
References
Examples
View source: R/Divergences_and_Distances.R
Description
Calculates the Jensen Divergence of the given probability distribution and the uniform distribution
Usage
1
JensenDivergence(prob)
Arguments
prob
A numeric vector containing a probability distribution of ordinal patterns
Value
The Jensen divergence between the probability distribution of time series and uniform distribution
Author(s)
Eduarda Chagas
References
Fuglede, Bent, and Flemming Topsoe. "Jensen-Shannon divergence and Hilbert space embedding." International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings.. IEEE, 2004.
Examples
1
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5
6
set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BandtPompe(series = x, dimension = d, delay = del)
JensenDivergence(prob = p)
EduardaChagas/NATS_package documentation built on June 20, 2021, 4:39 a.m.
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Description Usage Arguments Value Author(s) References Examples
View source: R/Divergences_and_Distances.R
Description
Calculates the Jensen Divergence of the given probability distribution and the uniform distribution
Usage
1 | JensenDivergence(prob)
|
Arguments
prob |
A numeric vector containing a probability distribution of ordinal patterns |
Value
The Jensen divergence between the probability distribution of time series and uniform distribution
Author(s)
Eduarda Chagas
References
Fuglede, Bent, and Flemming Topsoe. "Jensen-Shannon divergence and Hilbert space embedding." International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings.. IEEE, 2004.
Examples
1 2 3 4 5 6 | set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BandtPompe(series = x, dimension = d, delay = del)
JensenDivergence(prob = p)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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