16 #ifndef KLDIVERGENCE_H 17 #define KLDIVERGENCE_H 38 const vector<double> &variances1,
39 const vector<double> &means2,
40 const vector<double> &variances2);
49 const vector<double> &d2,
Helper methods for calculating Kullback-Leibler divergences.
double distanceDistribution(const vector< double > &d1, const vector< double > &d2, bool symmetrised)
Calculate a Kullback-Leibler divergence of two probability distributions.
double distanceGaussian(const vector< double > &means1, const vector< double > &variances1, const vector< double > &means2, const vector< double > &variances2)
Calculate a symmetrised Kullback-Leibler divergence of Gaussian models based on mean and variance vec...