package prbnmcn-stats

  1. Overview
  2. Docs

Module Float.DistSource

Distances and divergences between measures.

Sourceval kl : 'a mes -> 'a mes -> float

Kullbacak-Leibler divergence. Note that this will diverge if the two measures do not have the same support.

Sourceval lp : p:r -> 'a mes -> 'a mes -> r

Lp distance.

Sourceval linf : 'a mes -> 'a mes -> r

L-infinity distance

OCaml

Innovation. Community. Security.