qm-dsp
1.8
|
KLDivergence.h
Go to the documentation of this file.
Helper methods for calculating Kullback-Leibler divergences.
Definition: KLDivergence.h:23
double distanceDistribution(const std::vector< double > &d1, const std::vector< double > &d2, bool symmetrised)
Calculate a Kullback-Leibler divergence of two probability distributions.
Definition: KLDivergence.cpp:47
double distanceGaussian(const std::vector< double > &means1, const std::vector< double > &variances1, const std::vector< double > &means2, const std::vector< double > &variances2)
Calculate a symmetrised Kullback-Leibler divergence of Gaussian models based on mean and variance vec...
Definition: KLDivergence.cpp:22
Generated by 1.8.11