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Compute continuous statistical measures and divergences using Monte Carlo methods

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Distributions Wrapper

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

The following functionality is provided:

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

The unit in which these entropy and divergence measures are calculated is nats.

Installation

    pip install distributions-wrapper

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Compute continuous statistical measures and divergences using Monte Carlo methods

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