qm-dsp  1.8
KLDivergence Class Reference

Helper methods for calculating Kullback-Leibler divergences. More...

`#include <KLDivergence.h>`

## Public Member Functions

KLDivergence ()

~KLDivergence ()

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 vectors. More...

double distanceDistribution (const std::vector< double > &d1, const std::vector< double > &d2, bool symmetrised)
Calculate a Kullback-Leibler divergence of two probability distributions. More...

## Detailed Description

Helper methods for calculating Kullback-Leibler divergences.

Definition at line 23 of file KLDivergence.h.

## Constructor & Destructor Documentation

 KLDivergence::KLDivergence ( )
inline

Definition at line 26 of file KLDivergence.h.

 KLDivergence::~KLDivergence ( )
inline

Definition at line 27 of file KLDivergence.h.

References distanceDistribution(), and distanceGaussian().

## Member Function Documentation

 double KLDivergence::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 vectors.

All input vectors must be of equal size.

Definition at line 22 of file KLDivergence.cpp.

Referenced by ~KLDivergence().

 double KLDivergence::distanceDistribution ( const std::vector< double > & d1, const std::vector< double > & d2, bool symmetrised )

Calculate a Kullback-Leibler divergence of two probability distributions.

Input vectors must be of equal size. If symmetrised is true, the result will be the symmetrised distance (equal to KL(d1, d2) + KL(d2, d1)).

Definition at line 47 of file KLDivergence.cpp.

Referenced by ~KLDivergence().

The documentation for this class was generated from the following files: