Description Usage Arguments Details Value Author(s) References Examples

View source: R/distance_measures.R

Computes a normalized form of the Jensen-Shannon Divergence

1 | ```
jensen_shannon_divergence(p, q="unif")
``` |

`p` |
An ordinal pattern distribution |

`q` |
A second ordinal pattern distribution to compare against p, or a character vector q="unif" (comparison of p to uniform distribution) |

This function returns a distance measure.

A vector of length 1.

Sebastian Sippel

Martin, M.T., Plastino, A. and Rosso, O.A., 2006. Generalized statistical complexity measures: Geometrical and analytical properties. Physica A: Statistical Mechanics and its Applications, 369(2), pp.439-462.

1 2 3 | ```
p = ordinal_pattern_distribution(rnorm(10000), ndemb = 5)
q = ordinal_pattern_distribution(arima.sim(model=list(ar=0.9), n= 10000), ndemb = 5)
jensen_shannon_divergence(p = p, q = q)
``` |

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