public class StatisticalTest extends Object
Y_{\epsilon}(p,q) = \frac{\left[\sum_{i,j} p_{i,j} \cdot \left(\frac{p_{i,j}}{q_{i,j}}\right)^{\epsilon-1}\right] - 1}{\frac{\epsilon(\epsilon-1)}{2}}
Constructor and Description |
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StatisticalTest() |
Modifier and Type | Method and Description |
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static double |
getGeneralizedDivergence(double[][] p,
double epsilon)
Computes the generalized divergence for two stochastic matrices over the
same domain, i.e.
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static double |
getGeneralizedDivergence(double[][] p,
double[][] q,
double epsilon)
Computes the generalized divergence for two given stochastic matrices
over the same domain, i.e.
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static double |
getGeneralizedDivergence(double[][] p,
double[] r,
double[] s,
double epsilon)
Computes the generalized divergence for two stochastic matrices over the
same domain, i.e.
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public static double getGeneralizedDivergence(double[][] p, double[][] q, double epsilon) throws IllegalArgumentException
epsilon=1
this method returns 2*(mutual information).p
- one stochastic matrixq
- another stochastic matrixepsilon
- the positive divergence parameterIllegalArgumentException
- if some arguments are not correctpublic static double getGeneralizedDivergence(double[][] p, double[] r, double[] s, double epsilon)
epsilon=1
this method returns 2*(mutual information).p
- a stochastic matrixr
- one stochastic vectors
- another stochastic vectorepsilon
- the divergence parameterpublic static double getGeneralizedDivergence(double[][] p, double epsilon)
epsilon=1
this method returns 2*(mutual information).p
- a stochastic matrixepsilon
- the divergence parameter