view _misc/probability/.svn/text-base/JSDiv.m.svn-base @ 9:4ea6619cb3f5 tip

removed log files

function dist=JSDiv(P,Q)
% Jensen-Shannon divergence of two probability distributions
%  dist = JSD(P,Q) Kullback-Leibler divergence 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 
% P =  n x nbins
% Q =  1 x nbins
% dist = n x 1


if size(P,2)~=size(Q,2)
    error('the number of columns in P and Q should be the same');
end

% normalizing the P and Q
Q = Q ./sum(Q);
Q = repmat(Q,[size(P,1) 1]);
P = P ./repmat(sum(P,2),[1 size(P,2)]);

M = 0.5.*(P + Q);

dist = 0.5.*KLDiv(P,M) + 0.5*KLDiv(Q,M);