Description Usage Arguments Details See Also
Compute Jensen-Shannon divergences of two probability distributions.
1 2 | ## S4 method for signature 'Distribution,Distribution'
JensenShannon(p1, p2, a)
|
p1, p2 |
|
a |
A numeric constant between 0 and 1. |
Let p1
and p2
denote the vectors of probability mass assigned
by two distributions defined on the same state space; furthermore, let
these distributions be strictly positively-valued. Let p3 = a*p1 + (1-a)*p2
,
for a constant 0 < a < 1
. Then, the Jensen-Shannon divergence is
given by a*KullbackLeibler(p1, p3) + (1-a)*KullbackLeibler(p2, p3)
.
Jensen-Shannon divergence is a symmetric function only if a = 0.5
.
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