Kullback-Leibler divergence and Bhattacharyya distance between two Dirichlet distributions {Compositional} | R Documentation |
Kullback-Leibler divergence and Bhattacharyya distance between two Dirichlet distributions.
kl.diri(a, b, type = "KL")
a |
A vector with the parameters of the first Dirichlet distribution. |
b |
A vector with the parameters of the second Dirichlet distribution. |
type |
A variable indicating whether the Kullback-Leibler divergence ("KL") or the Bhattacharyya distance ("bhatt") is to be computed. |
Note that the order is important in the Kullback-Leibler divergence, since this is asymmetric, but not in the Bhattacharyya distance, since it is a metric.
The value of the Kullback-Leibler divergence or the Bhattacharyya distance.
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Ng Kai Wang, Guo-Liang Tian and Man-Lai Tang (2011). Dirichlet and related distributions: Theory, methods and applications. John Wiley & Sons.
library(MASS) a <- runif(10, 0, 20) b <- runif(10, 1, 10) kl.diri(a, b) kl.diri(b, a) kl.diri(a, b, type = "bhatt") kl.diri(b, a, type = "bhatt")