package prbnmcn-stats

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Module Float.DistSource

Distances and divergences between measures.

Sourceval kl : (module Hashtbl.S with type key = 'a) -> '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 : (module Hashtbl.S with type key = 'a) -> p:r -> 'a mes -> 'a mes -> r

Lp distance.

Sourceval linf : (module Hashtbl.S with type key = 'a) -> 'a mes -> 'a mes -> r

L-infinity distance

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