Package com.bayesserver.statistics

Class JensenShannon

java.lang.Object

com.bayesserver.statistics.JensenShannon

public final class JensenShannon
extends Object

Methods for computing the Jensen Shannon divergence, which measures the similarity between probability distributions. The Jensen Shannon divergence is symmetric and finite. The square root is a metric.

Method Summary

Modifier and Type	Method	Description
static double	divergence(Distribution p, Distribution q, LogarithmBase logarithm)	Calculates the Jensen Shannon divergence between two distributions.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

divergence

public static double divergence(Distribution p,
                                Distribution q,
                                LogarithmBase logarithm)

Calculates the Jensen Shannon divergence between two distributions.

Parameters:

p - The first distribution.

q - The second distribution.

logarithm - The logarithm base to use in the calculations.

Returns:

The Jensen Shannon divergence.