diff options
Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/cross_entropy.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/cross_entropy.m | 15 |
1 files changed, 15 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMtools/cross_entropy.m b/sourcecodes/bnt-master/KPMtools/cross_entropy.m new file mode 100644 index 00000000..1a7d2003 --- /dev/null +++ b/sourcecodes/bnt-master/KPMtools/cross_entropy.m @@ -0,0 +1,15 @@ +function kl = cross_entropy(p, q, symmetric) +% CROSS_ENTROPY Compute the Kullback-Leibler divergence between two discrete prob. distributions +% kl = cross_entropy(p, q, symmetric) +% +% If symmetric = 1, we compute the symmetric version. Default: symmetric = 0; + +tiny = exp(-700); +if nargin < 3, symmetric = 0; end +p = p(:); +q = q(:); +if symmetric + kl = (sum(p .* log((p+tiny)./(q+tiny))) + sum(q .* log((q+tiny)./(p+tiny))))/2; +else + kl = sum(p .* log((p+tiny)./(q+tiny))); +end |
