kldivergence.md (688B)
1 <!-- Note: This file is automatically generated from source code comments. Changes made in this file will be overridden. --> 2 3 # Function kldivergence 4 5 Calculate the Kullback-Leibler (KL) divergence between two distributions 6 7 8 ## Syntax 9 10 ```js 11 math.kldivergence(x, y) 12 ``` 13 14 ### Parameters 15 16 Parameter | Type | Description 17 --------- | ---- | ----------- 18 `q` | Array | Matrix | First vector 19 `p` | Array | Matrix | Second vector 20 21 ### Returns 22 23 Type | Description 24 ---- | ----------- 25 number | Returns distance between q and p 26 27 28 ### Throws 29 30 Type | Description 31 ---- | ----------- 32 33 34 ## Examples 35 36 ```js 37 math.kldivergence([0.7,0.5,0.4], [0.2,0.9,0.5]) //returns 0.24376698773121153 38 39 ``` 40 41