SymKL.z {EntropyEstimation}

SymKL.z

Description

Returns the Z estimator of Symetrized Kullback-Leibler Divergence, which has exponentialy decaying bias. See Zhang and Grabchak (2014b) for details.

Usage

SymKL.z(x, y)

Arguments

x

Vector of counts from first distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter.

y

Vector of counts from second distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter.

Author(s)

Lijuan Cao and Michael Grabchak

References

Z. Zhang and M. Grabchak (2014b). Nonparametric Estimation of Kullback-Leibler Divergence. Neural Computation, DOI 10.1162/NECO_a_00646.

Examples

 x = c(1,3,7,4,8) 
 y = c(2,5,1,3,6) 
 SymKL.z(x,y)