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dendist

An R package to calculate distance between probability density functions. Now it supports

  • Jensen-Shannon divergence/distance (JSDiv, JSDist)
  • Kullback-Leibler divergence (KLDiv)
  • Bhattacharyya distance (BhattacharyyaDist)
  • Hellinger distance (HellingerDist)

Installation

devtools::install_github('j1wan/dendist')