65 lines
1.6 KiB
C++
65 lines
1.6 KiB
C++
/* -*- c-basic-offset: 4 indent-tabs-mode: nil -*- vi:set ts=8 sts=4 sw=4: */
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/*
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QM DSP Library
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Centre for Digital Music, Queen Mary, University of London.
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This file copyright 2008 QMUL
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This program is free software; you can redistribute it and/or
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modify it under the terms of the GNU General Public License as
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published by the Free Software Foundation; either version 2 of the
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License, or (at your option) any later version. See the file
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COPYING included with this distribution for more information.
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*/
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#include "KLDivergence.h"
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#include <cmath>
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double KLDivergence::distanceGaussian(const vector<double> &m1,
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const vector<double> &v1,
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const vector<double> &m2,
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const vector<double> &v2)
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{
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int sz = m1.size();
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double d = -2.0 * sz;
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double small = 1e-20;
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for (int k = 0; k < sz; ++k) {
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double kv1 = v1[k] + small;
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double kv2 = v2[k] + small;
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double km = (m1[k] - m2[k]) + small;
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d += kv1 / kv2 + kv2 / kv1;
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d += km * (1.0 / kv1 + 1.0 / kv2) * km;
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}
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d /= 2.0;
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return d;
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}
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double KLDivergence::distanceDistribution(const vector<double> &d1,
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const vector<double> &d2,
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bool symmetrised)
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{
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int sz = d1.size();
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double d = 0;
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double small = 1e-20;
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for (int i = 0; i < sz; ++i) {
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d += d1[i] * log10((d1[i] + small) / (d2[i] + small));
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}
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if (symmetrised) {
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d += distanceDistribution(d2, d1, false);
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}
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return d;
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}
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