Kldistance¶

KLDis(P, Q)[source]¶

Calculates the Kullback-Leibler Distance of two discrete probability distributions. P and Q are automatically normalised to have the sum of one on rows have the length of one at each.

USAGE

dist = KLDis (P, Q)

INPUTS

P = n x nbins
Q = 1 x nbins or n x nbins (one to one)

OUTPUTS

dist = n x 1

Note

adapted from https://nl.mathworks.com/matlabcentral/fileexchange/20688-kullback-leibler-divergence

KLdistance(data1, data2, num_iter, parameters)[source]¶: This function calculates the Kullback-Leibler Distance (KLD) between two distributions then runs a certain number of iterations where the labels are randomised and the KLD is calculated. Then, the distribution of the Disergences is plotted.