Module: Octo::KLDivergence

Included in:: Trendable

Defined in:: lib/octocore/kldivergence.rb

Instance Method Summary collapse

#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



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

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