jensen_shannon_divergence {statcomp} | R Documentation |
Computes a normalized form of the Jensen-Shannon Divergence
jensen_shannon_divergence(p, q="unif")
p |
An ordinal pattern distribution |
q |
A second ordinal pattern distribution to compare against p, or a character vector q="unif" (comparison of p to uniform distribution) |
This function returns a distance measure.
A vector of length 1.
Sebastian Sippel
Martin, M.T., Plastino, A. and Rosso, O.A., 2006. Generalized statistical complexity measures: Geometrical and analytical properties. Physica A: Statistical Mechanics and its Applications, 369(2), pp.439-462.
p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5) q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5) jensen_shannon_divergence(p = p, q = q)