public final class KullbackLeibler extends Object
Modifier and Type | Method and Description |
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static double |
divergence(Distribution priorQ,
Distribution posteriorP,
LogarithmBase logarithm)
Calculates the Kullback-Leibler divergence D(P||Q).
|
public static double divergence(Distribution priorQ, Distribution posteriorP, LogarithmBase logarithm)
priorQ
- The distribution Q in D(P||Q), e.g. the Prior.posteriorP
- The distribution P in D(P||Q), e.g. the Posterior.logarithm
- The base of the computation.Copyright © 2021. All rights reserved.