statistical-distance 0.9.0

Distance measures to compare two probability density functions.

statistical-distance

A python module with functions to calculate distance/dissimilarity measures between two probability density functions (pdfs). The module can be used to compare points in vector spaces.

Requirements

• Python >= 3.6
• numpy >= 1.16.4

Installation

You can install the module from PyPI:

pip install statistical-distance

or directly from GitHub:

pip install "git+https://github.com/aziele/statistical-distance.git"

Alternatively, you can use the module without installtion. Simply clone or download this repository and you're ready to use it.

Usage

import numpy as np
import distance

u = np.array([0.2, 0.4, 0.2, 0.2])
v = np.array([0.7, 0.1, 0.1, 0.1])

print(distance.euclidean(u, v))
# 0.6
print(distance.google(u, v))
# 0.5

Distance measures

Method	Distance name	References
acc	ACC distance	[8, 15]
add_chisq	Addictive Symmetric Chi-square distance	[15]
bhattacharyya	Bhattacharyya distance	[1, 15]
braycurtis	Bray-Curtis distance	[2, 15]
canberra	Canberra distance	[15]
chebyshev	Chebyshev distance	[15]
clark	Clark distance	[15]
correlation_pearson	Correlation (Pearson) distance	[17]
cosine	Cosine distance	[17]
czekanowski	Czekanowski distance	[15]
dice	Dice dissimilarity	[4, 15]
divergence	Divergence	[15]
euclidean	Euclidean distance	[15]
google	Normalized Google Distance (NGD)	[11]
gower	Gower distance	[6, 15]
hellinger	Hellinger distance	[15]
jaccard	Jaccard distance	[15]
jeffreys	Jeffreys divergence	[7, 15]
jensen_difference	Jensen difference	[12, 15]
jensenshannon_divergence	Jensen-Shannon divergence	[12, 15]
k_divergence	K divergence	[15]
kl_divergence	Kullback-Leibler divergence	[9, 15]
kulczynski	Kulczynski distance	[15]
kumarjohnson	Kumar-Johnson distance	[10, 15]
lorentzian	Lorentzian distance	[15]
manhattan	Manhattan distance	[3]
marylandbridge	Maryland Bridge distance	[3]
matusita	Matusita distance	[15]
max_symmetric_chisq	Max-symmetric chi-square distance	[15]
minkowski	Minkowski distance	[15]
motyka	Motyka distance	[15]
neyman_chisq	Neyman chi-square distance	[13, 15]
nonintersection	Intersection distance	[15]
pearson_chisq	Pearson chi-square divergence	[14, 15]
penroseshape	Penrose shape distance	[3]
soergel	Soergel distance	[15]
squared_chisq	Squared chi-square distance	[15]
squared_euclidean	Squared Euclidean distance	[5, 15]
squaredchord	Squared-chord distance	[5, 15]
taneja	Taneja distance	[15, 16]
tanimoto	Tanimoto distance	[15]
topsoe	Topsøe distance	[15]
vicis_symmetric_chisq	Vicis Symmetric chi-square distance	[15]
vicis_wave_hedges	Vicis-Wave Hedges distance	[15]
wave_hedges	Wave Hedges distance	[15]

Caveats to implementation

Some measures are prone to the division by zero and the log of zero. In this implementation, 0/0 is treated as 0, and 0 log0 is also treated as 0. For the division by zero and log of zero cases, the zero is replaced by a very small value close to 0.

References

1. Bhattacharyya A (1947) On a measure of divergence between two statistical populations defined by probability distributions. Bull. Calcutta Math. Soc., 35, 99–109.

2. Bray JR, Curtis JT (1957) An ordination of the upland forest of the southern Winsconsin. Ecological Monographies. 27, 325-349.

3. Deza M, Deza E (2009) Encyclopedia of Distances. Springer-Verlag Berlin Heidelberg. 1-590. [doi: 10.1007/978-3-642-30958-8]

4. Dice LR (1945) Measures of the amount of ecologic association between species. Ecology. 26, 297-302.

5. Gavin DG et al. (2003) A statistical approach to evaluating distance metrics and analog assignments for pollen records. Quaternary Research 60, 356–367. [doi: 10.1016/S0033-5894(03)00088-7]

6. Gower JC. (1971) General Coefficient of Similarity and Some of Its Properties. Biometrics 27, 857-874. [doi: 10.2307/2528823]

7. Jeffreys H (1946) An Invariant Form for the Prior Probability in Estimation Problems. Proc.Roy.Soc.Lon., Ser. A 186, 453-461.

8. Krause EF (2012) Taxicab Geometry An Adventure in Non-Euclidean Geometry. Dover Publications. ISBN-13: 978-0486252025.

9. Kullback S, Leibler RA (1951) On information and sufficiency. Ann. Math. Statist. 22, 79–86

10. Kumar P, Johnson A. (2005) On a symmetric divergence measure and information inequalities, Journal of Inequalities in pure and applied Mathematics. 6(3).

11. Lee & Rashid (2008) Information Technology, ITSim 2008. [doi:10.1109/ITSIM.2008.4631601].

12. Lin J. (1991) Divergence measures based on the Shannon entropy. IEEE Transactions on Information Theory, 37(1), 145–151. [doi: 10.1109/18.61115]

13. Neyman J (1949) Contributions to the theory of the chi^2 test. Proceedings of the First Berkley Symposium on Mathematical Statistics and Probability, 239-73 [doi: 10.1525/9780520327016-030]

14. Pearson K. (1900) On the Criterion that a given system of deviations from the probable in the case of correlated system of variables is such that it can be reasonable supposed to have arisen from random sampling. Phil. Mag. 50, 157-172.

15. Sung-Hyuk C (2007) Comprehensive Survey on Distance/Similarity Measures between Probability Density Functions. International Journal of Mathematical Models and Methods in Applied Sciences. 1(4), 300-307 [pdf].

16. Taneja IJ. (1995) New Developments in Generalized Information Measures. Chapter in: Advances in Imaging and Electron Physics, Ed. P.W. Hawkes, 91, 37-135. [doi: 10.1016/S1076-5670(08)70106-X]

17. Virtanen P. (2020) SciPy 1.0: fundamental algorithms for scientific computing in Python. Nature Methods. 17, 261–272. [doi: 10.1038/s41592-019-0686-2].