diverge 1.0.0
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- data/lib/diverge.rb +38 -0
- metadata +47 -0
data/lib/diverge.rb
ADDED
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class Diverge
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attr_reader :p, :q
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def initialize(p, q)
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@p, @q = p, q
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unless p.length == q.length
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raise ArgumentError.new("The two discrete distributions must have the same number of elements")
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end
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unless (p_sum = p.inject(&:+)) == 1
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STDERR.puts("Warning: the first argument does not sum to 1, the sum is #{p_sum}")
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end
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unless (q_sum = q.inject(&:+)) == 1
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STDERR.puts("Warning: the second argument does not sum to 1, the sum is #{q_sum}")
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end
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end
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def kullback_leibler(reverse = false)
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(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))) }
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end
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alias :kl :kullback_leibler
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def jensen_shannon
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0.5 * (kl + kl(:reverse))
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end
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alias :js :jensen_shannon
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private
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def safe_cast(value)
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# 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
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value.class < Integer ? value.to_f : value
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end
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end
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metadata
ADDED
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--- !ruby/object:Gem::Specification
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name: diverge
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version: !ruby/object:Gem::Version
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version: 1.0.0
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prerelease:
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platform: ruby
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authors:
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- Evan Senter
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2012-06-19 00:00:00.000000000 Z
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dependencies: []
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description: A simple collection of functions for determining the divergence between
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two distributions.
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email: evansenter@gmail.com
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executables: []
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extensions: []
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extra_rdoc_files: []
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files:
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- ./lib/diverge.rb
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homepage: http://rubygems.org/gems/diverge
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licenses: []
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post_install_message:
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rdoc_options: []
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require_paths:
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- lib
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required_ruby_version: !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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required_rubygems_version: !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubyforge_project:
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rubygems_version: 1.8.24
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signing_key:
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specification_version: 3
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summary: Distribution divergences.
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test_files: []
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has_rdoc:
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