dkl¶
- nbi_stat.dkl(p, q)[source]¶
Calculate the Kullback-Leibler discrepancy (or relative entropy) of a discrete random variable with assumed probability p[i] and observed probability q[i]=n[i]/N
- Parameters:
p (array-like) – Assumed probabilities
q (array-like) – Observed probabilities
- Returns:
Dkl –
The Kullback-Leibler discrepancy
Dkl = sum_i p_i log(p_i / q_i)
- Return type:
float