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Compute Statistical Measures of Divergence

Project description

Divergence

Divergence is a Python package to compute statistical measures of entropy and divergence from probability distributions and samples.

The following functionality is provided:

  • (Information) Entropy
  • Relative Entropy or Kullback-Leibler Divergence
  • Jensen-Shannon Divergence

Installation

    pip install divergence

Examples

See the Jupyter notebook Divergence.

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