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R package to calculate distance between two probability density functions

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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')

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R package to calculate distance between two probability density functions

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