ShannonDistance: Inverse Jensen-Shannon Divergence

View source: R/ShannonDistance.R

ShannonDistanceR Documentation

Inverse Jensen-Shannon Divergence

Description

Jensen-Shannon Divergence (JSD) offers an unbiased, symmetric distance measure between two statistical distribution. When distributions are identical JSD = 0. When distributions differ JSD increases with no theoretical ceiling - similar to Shannon entropy.

Usage

ShannonDistance(x, y)

Arguments

x0

reference st/age distribution (i.e., true st/age distribution)

x1

observed st/age distribution

Value

Jensen Shannon Distance/goodness of fit measure


cdbernard/particles documentation built on Jan. 3, 2023, 9:39 a.m.