jensen_shannon_divergence: Generalized disequilibrium measure for ordinal pattern...
In statcomp: Statistical Complexity and Information Measures for Time Series Analysis
Description
Usage
Arguments
Details
Value
Author(s)
References
Examples
View source: R/distance_measures.R
Description
Computes a normalized form of the Jensen-Shannon Divergence
Usage
1
jensen_shannon_divergence(p, q="unif")
Arguments
p
An ordinal pattern distribution
q
A second ordinal pattern distribution to compare against p, or a character vector q="unif" (comparison of p to uniform distribution)
Details
This function returns a distance measure.
Value
A vector of length 1.
Author(s)
Sebastian Sippel
References
Martin, M.T., Plastino, A. and Rosso, O.A., 2006. Generalized statistical complexity measures: Geometrical and analytical properties. Physica A: Statistical Mechanics and its Applications, 369(2), pp.439-462.
Examples
1
2
3
p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5)
q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5)
jensen_shannon_divergence(p = p, q = q)
statcomp documentation built on Oct. 18, 2019, 3:01 p.m.
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.
Description Usage Arguments Details Value Author(s) References Examples
View source: R/distance_measures.R
Description
Computes a normalized form of the Jensen-Shannon Divergence
Usage
1 | jensen_shannon_divergence(p, q="unif")
|
Arguments
p |
An ordinal pattern distribution |
q |
A second ordinal pattern distribution to compare against p, or a character vector q="unif" (comparison of p to uniform distribution) |
Details
This function returns a distance measure.
Value
A vector of length 1.
Author(s)
Sebastian Sippel
References
Martin, M.T., Plastino, A. and Rosso, O.A., 2006. Generalized statistical complexity measures: Geometrical and analytical properties. Physica A: Statistical Mechanics and its Applications, 369(2), pp.439-462.
Examples
1 2 3 | p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5)
q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5)
jensen_shannon_divergence(p = p, q = q)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.