KullbackDivergence: Calculates the kullback 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 kullback divergence of the given probability distribution and the uniform distribution
Usage
1
KullbackDivergence(prob)
Arguments
prob
A numeric vector containing a probability distribution of ordinal patterns
Value
The Kullback divergence between the probability distribution of time series and uniform distribution
Author(s)
Eduarda Chagas
References
Van Erven, Tim, and Peter Harremos. "Rényi divergence and Kullback-Leibler divergence." IEEE Transactions on Information Theory 60.7 (2014): 3797-3820.
Examples
1
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set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BandtPompe(series = x, dimension = d, delay = del)
KullbackDivergence(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 kullback divergence of the given probability distribution and the uniform distribution
Usage
1 | KullbackDivergence(prob)
|
Arguments
prob |
A numeric vector containing a probability distribution of ordinal patterns |
Value
The Kullback divergence between the probability distribution of time series and uniform distribution
Author(s)
Eduarda Chagas
References
Van Erven, Tim, and Peter Harremos. "Rényi divergence and Kullback-Leibler divergence." IEEE Transactions on Information Theory 60.7 (2014): 3797-3820.
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)
KullbackDivergence(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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