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koheiw / proxyC

R package for large-scale similarity/distance computation
GNU General Public License v3.0
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Add Jeffreys divergence #31

Closed koheiw closed 2 years ago

koheiw commented 2 years ago

Add Jeffery's divergence as a symmetric version of the Kullback-Leibler divergence. It is only to

kl <- dist(mat, method = "kullback")
jf <- kl + t(kl)

according to Wikipedia.