| JSD {LDLcalc} | R Documentation |
Calculate the Jensen-Shannon divergence (JSD)
Description
Calculate the Jensen-Shannon divergence between the same parameter of different data sets. This works only for two distributions.
Usage
JSD(vec1, vec2)
Arguments
vec1 |
The vector containing the values of the first data set. |
vec2 |
The vector containing the values of the second data set. |
Value
The function returns the value of the Jensen-Shannon divergence (JSD), the frequencies of the two datasets (freq1, freq2, dfFreqs) and the probabilities of the frequencies of the two groups, which should sum up to 1.
References
D.M. Endres, J.E. Schindelin, A new metric for probability distributions, IEEE Trans. Inf. Theory (2003), https://doi.org/10.1109/TIT.2003.813506.
F. Oesterreicher, I. Vajda, A new class of metric divergences on probability spaces and its applicability in statistics, Ann. Inst. Stat. Math. (2003), https://doi.org/ 10.1007/BF02517812.
Examples
## Not run:
JSDCalc = JSD(model[["trainData"]]$LDLd,model[["testData"]]$LDLd)
## End(Not run)