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Size: 510 Bytes
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Contents
module Math
# The Kullback-Leibler divergence from this array to that of +q+.
#
# NB: You will possibly want to sort both P and Q before calling this
# depending on what you're actually trying to measure.
#
# http://en.wikipedia.org/wiki/Kullback-Leibler_divergence
#
def self.kldivergence(array, q)
fail "Buggy."
fail "Cannot compare differently sized arrays." unless size = q.size
kld = 0
each_with_index { |pi,i| kld += pi*Math::log(pi.to_f/q[i].to_f) }
kld
end
end
Version data entries
9 entries across 8 versions & 2 rubygems