comparison toolboxes/FullBNT-1.0.7/KPMtools/cross_entropy.m @ 0:e9a9cd732c1e tip

first hg version after svn

+function kl = cross_entropy(p, q, symmetric)
+% CROSS_ENTROPY Compute the Kullback-Leibler divergence between two discrete prob. distributions
+% kl = cross_entropy(p, q, symmetric)
+%
+% If symmetric = 1, we compute the symmetric version. Default: symmetric = 0;
+
+tiny = exp(-700);
+if nargin < 3, symmetric = 0; end
+p = p(:);
+q = q(:);
+if symmetric
+  kl  = (sum(p .* log((p+tiny)./(q+tiny))) + sum(q .* log((q+tiny)./(p+tiny))))/2;
+else
+  kl  = sum(p .* log((p+tiny)./(q+tiny)));
+end