Description Usage Arguments Details Value See Also
Compute the Topsoe distance between two probability distributions.
1 2 |
p1, p2 |
|
metric |
A logical. If |
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 = (p1 + p2) / 2
.
Then, the Topsoe distance between p1
and p2
is given by
KullbackLeibler(p1, p3) + KullbackLeibler(p2, p3)
.
The Topsoe distance is a symmetric function based on Kullback-Leibler divergence.
It is the sum of the Kullback-Leibler divergence of the distribution
interpolated between p1
and p2
, from either distribution.
Equivalently, the Topsoe distance is twice the Jensen-Shannon divergence
with a = 1/2
.
The Topsoe distance is not a metric (i.e., it does not satisfy the triangle inequality); however, its square root is a metric.
The Topsoe distance or the Topsoe metric (if metric = TRUE
)
between p1
and p2
.
Kullback-Leibler
, Jensen-Shannon
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