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view toolboxes/FullBNT-1.0.7/KPMtools/cross_entropy.m @ 0:cc4b1211e677 tip
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author | Daniel Wolff |
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date | Fri, 19 Aug 2016 13:07:06 +0200 |
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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