org.openimaj.math.statistics.distribution.metrics

Class GaussianKLDivergence

java.lang.Object

org.openimaj.math.statistics.distribution.metrics.GaussianKLDivergence

All Implemented Interfaces:

DistanceComparator<MultivariateGaussian>

public class GaussianKLDivergence
extends Object
implements DistanceComparator<MultivariateGaussian>

Calculate the KL divergence of two multivariate gaussians. Equation taken from: http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Kullback.E2 .80.93Leibler_divergence

Author:

Sina Samangooei (ss@ecs.soton.ac.uk)

Constructor Summary

Constructors

Constructor and Description
GaussianKLDivergence()

Method Summary

Modifier and Type	Method and Description
double	compare(MultivariateGaussian o1, MultivariateGaussian o2)
boolean	isDistance()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GaussianKLDivergence

public GaussianKLDivergence()

Method Detail

isDistance

public boolean isDistance()

Specified by:

isDistance in interface DistanceComparator<MultivariateGaussian>

compare

public double compare(MultivariateGaussian o1,
                      MultivariateGaussian o2)

Specified by:

compare in interface DistanceComparator<MultivariateGaussian>