package prbnmcn-stats

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Distances and divergences between measures.

val 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.

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

Lp distance.

  • raises Invalid_argument

    if p < 1

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

L-infinity distance