feat:node-modules

node_modules/mathjs/lib/cjs/function/probability/kldivergence.js

@@ -0,0 +1,83 @@
+"use strict";
+
+Object.defineProperty(exports, "__esModule", {
+  value: true
+});
+exports.createKldivergence = void 0;
+var _factory = require("../../utils/factory.js");
+const name = 'kldivergence';
+const dependencies = ['typed', 'matrix', 'divide', 'sum', 'multiply', 'map', 'dotDivide', 'log', 'isNumeric'];
+const createKldivergence = exports.createKldivergence = /* #__PURE__ */(0, _factory.factory)(name, dependencies, _ref => {
+  let {
+    typed,
+    matrix,
+    divide,
+    sum,
+    multiply,
+    map,
+    dotDivide,
+    log,
+    isNumeric
+  } = _ref;
+  /**
+     * Calculate the Kullback-Leibler (KL) divergence  between two distributions
+     *
+     * Syntax:
+     *
+     *     math.kldivergence(x, y)
+     *
+     * Examples:
+     *
+     *     math.kldivergence([0.7,0.5,0.4], [0.2,0.9,0.5])   //returns 0.24376698773121153
+     *
+     *
+     * @param  {Array | Matrix} q    First vector
+     * @param  {Array | Matrix} p    Second vector
+     * @return {number}              Returns distance between q and p
+     */
+  return typed(name, {
+    'Array, Array': function (q, p) {
+      return _kldiv(matrix(q), matrix(p));
+    },
+    'Matrix, Array': function (q, p) {
+      return _kldiv(q, matrix(p));
+    },
+    'Array, Matrix': function (q, p) {
+      return _kldiv(matrix(q), p);
+    },
+    'Matrix, Matrix': function (q, p) {
+      return _kldiv(q, p);
+    }
+  });
+  function _kldiv(q, p) {
+    const plength = p.size().length;
+    const qlength = q.size().length;
+    if (plength > 1) {
+      throw new Error('first object must be one dimensional');
+    }
+    if (qlength > 1) {
+      throw new Error('second object must be one dimensional');
+    }
+    if (plength !== qlength) {
+      throw new Error('Length of two vectors must be equal');
+    }
+
+    // Before calculation, apply normalization
+    const sumq = sum(q);
+    if (sumq === 0) {
+      throw new Error('Sum of elements in first object must be non zero');
+    }
+    const sump = sum(p);
+    if (sump === 0) {
+      throw new Error('Sum of elements in second object must be non zero');
+    }
+    const qnorm = divide(q, sum(q));
+    const pnorm = divide(p, sum(p));
+    const result = sum(multiply(qnorm, map(dotDivide(qnorm, pnorm), x => log(x))));
+    if (isNumeric(result)) {
+      return result;
+    } else {
+      return Number.NaN;
+    }
+  }
+});