Module: Octo::KLDivergence

Included in:

Trendable

Defined in:

lib/octocore-cassandra/kldivergence.rb

Instance Method Summary

• #kl_divergence(p, q) ⇒ Float

  Calculates the KL-Divergance of two probabilities en.wikipedia.org/wiki/Kullback–Leibler_divergence.

Instance Method Details

#kl_divergence(p, q) ⇒ Float

Calculates the KL-Divergance of two probabilities en.wikipedia.org/wiki/Kullback–Leibler_divergence

Parameters:

• p (Float) —

  The first or observed probability

• q (Float) —

  The second or believed probability. Must be non-zero

Returns:

• (Float) —

  KL-Divergance score

# File 'lib/octocore-cassandra/kldivergence.rb', line 10

def kl_divergence(p, q)
  p * Math.log(p/q)
end