dad (version 4.1.6)

matddjeffreys: Matrix of distances between discrete probability densities given samples

Description

Computes the matrix of Jeffreys divergences between several multivariate or univariate discrete probability distributions, estimated from samples.

Usage

matddjeffreys(x)

Value

Positive symmetric matrix whose order is equal to the number of data frames (or distributions), consisting of the pairwise Jeffreys divergences between the distributions.

Arguments

x

object of class "folder" containing the data. Its elements are data frames (one data frame per distribution) whose columns are factors.

Author

Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard

References

Deza, M.M. and Dezaz E. (2013). Encyclopedia of distances. Springer.

See Also

ddjeffreys.

matddjeffreyspar for discrete probability densities, given the probabilities on the same support.

Examples

# Example 1
x1 <- data.frame(x = factor(c("A", "A", "B", "B")))
x2 <- data.frame(x = factor(c("A", "A", "A", "B", "B")))
x3 <- data.frame(x = factor(c("A", "A", "B", "B", "B", "B")))
xf <- folder(x1, x2, x3)
matddhellinger(xf)

# Example 2
x1 <- data.frame(x = factor(c("A", "A", "A", "B", "B", "B")),
                 y = factor(c("a", "a", "a", "b", "b", "b")))                 
x2 <- data.frame(x = factor(c("A", "A", "A", "B", "B")),
                 y = factor(c("a", "a", "b", "a", "b")))
x3 <- data.frame(x = factor(c("A", "A", "B", "B", "B", "B")),
                 y = factor(c("a", "b", "a", "b", "a", "b")))
xf <- folder(x1, x2, x3)
matddhellinger(xf)