Computes the matrix of Jeffreys divergences between several multivariate or univariate discrete probability distributions on the same support (which can be a Cartesian product of \(q\) sets), given the probabilities of the states (which are \(q\)-tuples) of the support.
matddjeffreyspar(freq)
Positive symmetric matrix whose order is equal to the number of distributions, consisting of the pairwise Jeffreys divergences between these distributions.
list of arrays. Their dim
attribute is a vector with length \(q\), its elements containing the numbers of levels of the \(sets\). Each array contains the probabilities of the discrete distribution on the same support.
Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard
Deza, M.M. and Deza E. (2013). Encyclopedia of distances. Springer.
ddjeffreyspar
.
matddjeffreys
for discrete probability densities which are estimated from the data.