diverge 1.0.0

data/lib/diverge.rb

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+class Diverge
+  attr_reader :p, :q
+  
+  def initialize(p, q)
+    @p, @q = p, q
+    
+    unless p.length == q.length
+      raise ArgumentError.new("The two discrete distributions must have the same number of elements") 
+    end
+    
+    unless (p_sum = p.inject(&:+)) == 1
+      STDERR.puts("Warning: the first argument does not sum to 1, the sum is #{p_sum}")
+    end
+    
+    unless (q_sum = q.inject(&:+)) == 1
+      STDERR.puts("Warning: the second argument does not sum to 1, the sum is #{q_sum}")
+    end
+  end
+  
+  def kullback_leibler(reverse = false)
+    (reverse ? q.zip(p) : p.zip(q)).inject(0.0) { |sum, (i, j)| sum + (i.zero? ? 0 : i * Math.log(safe_cast(i) / safe_cast(j))) }
+  end
+  
+  alias :kl :kullback_leibler
+  
+  def jensen_shannon
+    0.5 * (kl + kl(:reverse))
+  end
+  
+  alias :js :jensen_shannon
+  
+  private
+  
+  def safe_cast(value)
+    # Just to make sure we don't go crazy and to_f a Complex, for whatever insane reason that might come up, while still avoiding integer division
+    value.class < Integer ? value.to_f : value
+  end
+end

metadata

@@ -0,0 +1,47 @@
+--- !ruby/object:Gem::Specification
+name: diverge
+version: !ruby/object:Gem::Version
+  version: 1.0.0
+  prerelease: 
+platform: ruby
+authors:
+- Evan Senter
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2012-06-19 00:00:00.000000000 Z
+dependencies: []
+description: A simple collection of functions for determining the divergence between
+  two distributions.
+email: evansenter@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ./lib/diverge.rb
+homepage: http://rubygems.org/gems/diverge
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.24
+signing_key: 
+specification_version: 3
+summary: Distribution divergences.
+test_files: []
+has_rdoc: