package prbnmcn-stats

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in-package search v0.2.0

package prbnmcn-stats

prbnmcn-stats
- Stats
  - Binning
  - Combi
  - Emp
    
    Empirical_statistics
    
    Float
    
    Rational
  - Fin
    
    Float
    
    Dist
    
    Rational
    
    Dist
  - Finbij
    
    Make
    
    Elt
    
    S
  - Gen
    
    Infix
    
    Make
    
    Infix
    
    RNG
    
    Rational
    
    Rational
  - Graph
    
    Dist
    
    Graph_statistics
    
    Table
    
    Undirected_edge
    
    Vertex_bij
    
    Make
    
    Graph
    
    V
    
    Table
    
    Undirected_edge
    
    Vertex_bij
  - Log_space
  - Mh
    
    MH_parameters
    
    Make
    
    X
    
    Make_core_sampling_loop
    
    X
  - Pdfs
  - Specfun
  - Stats_intf
    
    Fin_dist
    
    Fin_fun
    
    V
    
    Basis
    
    R
    
    Fin_kernel
    
    V
    
    Basis
    
    R
    
    Gen
    
    Infix
    
    Rational
    
    Graph
    
    V
    
    Stateful_PRNG

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Distances and divergences between measures.

val kl : 'a mes -> 'a mes -> float

Kullbacak-Leibler divergence. Note that this will diverge if the two measures do not have the same support.

val lp : p:r -> 'a mes -> 'a mes -> r

Lp distance.

raises Invalid_argument
if p < 1

val linf : 'a mes -> 'a mes -> r

L-infinity distance