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mathjs/docs/reference/functions/kldivergence.md
jos ed6ce4bfd5 Released mathjs v5.0.0
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Function kldivergence #

Calculate the Kullback-Leibler (KL) divergence between two distributions

Syntax #

math.kldivergence(x, y)

Parameters #

Parameter Type Description
q Array | Matrix First vector
p Array | Matrix Second vector

Returns #

Type Description
number Returns distance between q and p

Examples #

math.kldivergence([0.7,0.5,0.4], [0.2,0.9,0.5])   //returns 0.24376698773121153