klPIE {mispitools} | R Documentation |
Calculate Kullback-Leibler Divergence with Base 10 Logarithm
Description
This function computes the Kullback-Leibler (KL) divergence between two probability distributions represented by matrices, using a base 10 logarithm. The function calculates KL divergence in both directions (P || Q and Q || P) and handles zero probabilities by replacing them with a minimum value to avoid undefined logarithms.
Usage
klPIE(P, Q, min_value = 1e-12)
Arguments
P |
A numeric matrix representing the first probability distribution. The entire matrix should sum to 1. |
Q |
A numeric matrix representing the second probability distribution. The entire matrix should sum to 1. |
min_value |
A numeric value representing the minimum value to replace
any zero probabilities. Defaults to |
Value
A named numeric vector with two elements:
- "P || Q"
The KL divergence from P to Q (P || Q).
- "Q || P"
The KL divergence from Q to P (Q || P).
[Package mispitools version 1.2.0 Index]