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KLDivergence

oxilean_std::statistical_learning::types

Struct KLDivergence 

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pub struct KLDivergence;
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KL divergence D_KL(P‖Q) = Σ P(x) log(P(x)/Q(x)).

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impl KLDivergence

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pub fn compute(p: &[f64], q: &[f64]) -> f64

Compute D_KL(p ‖ q) in nats. Returns ∞ if q(x) = 0 when p(x) > 0.

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pub fn is_nonneg(p: &[f64], q: &[f64]) -> bool

Non-negativity check: D_KL(p‖q) ≥ 0.

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