JS_MatrixDistance: Function used to calculate the Jensen-Shannon between two...

Description Usage Arguments Value

Description

Function used to calculate the Jensen-Shannon between two matrices, i.e, the distance between eigenvalue distribution

Usage

1
JS_MatrixDistance(mat1, mat2, n = 512, bw = 0.01, thread = 3)

Arguments

mat1

a matrix

mat2

a matrix

n

the number of equally spaced points at which the density is to be estimated

bw

the bandwidth of the density function

thread

the multi threads

Value

a numeric value between 0 and 1


zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.