Class JensenShannon
Methods for computing the Jensen Shannon divergence, which measures the similarity between probability distributions.
Inheritance
System.Object
JensenShannon
Inherited Members
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.ToString()
Namespace: BayesServer.Statistics
Assembly: BayesServer.Statistics.dll
Syntax
public static class JensenShannonRemarks
The Jensen Shannon divergence is symmetric and finite. The square root is a metric.
Methods
Divergence(IDistribution, IDistribution, LogarithmBase)
Calculates the Jensen Shannon divergence between two distributions.
Declaration
public static double Divergence(IDistribution p, IDistribution q, LogarithmBase logarithm)Parameters
| Type | Name | Description |
|---|---|---|
| IDistribution | p | The first distribution. |
| IDistribution | q | The second distribution. |
| LogarithmBase | logarithm | The logarithm base to use in the calculations. |
Returns
| Type | Description |
|---|---|
| System.Double | The Jensen Shannon divergence. |