matddjeffreyspar {dad}

Matrix of divergences between discrete probability densities given the probabilities on their common support

Description

Computes the matrix of Jeffreys divergences between several multivariate or univariate discrete probability distributions on the same support (which can be a Cartesian product of q sets), given the probabilities of the states (which are q-tuples) of the support.

Usage

matddjeffreyspar(freq)

Arguments

freq

list of arrays. Their dim attribute is a vector with length q, its elements containing the numbers of levels of the sets. Each array contains the probabilities of the discrete distribution on the same support.

Value

Positive symmetric matrix whose order is equal to the number of distributions, consisting of the pairwise Jeffreys divergences between these distributions.

Author(s)

Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard

References

Deza, M.M. and Deza E. (2013). Encyclopedia of distances. Springer.

See Also

ddjeffreyspar.

matddjeffreys for discrete probability densities which are estimated from the data.