Compare noise objects using Kullback-Leibler divergence — compare_noise_kld • ngme2

This function compares multiple noise objects by calculating the KLD of each noise against the first noise object (reference).

Usage

compare_noise_kld(x = NULL, ..., xlim = c(-10, 10), n_points = 1000)

Arguments

x: first noise object (reference)
...: additional noise objects to compare, and optional parameters
xlim: x-axis range for evaluation (default: c(-10, 10))
n_points: number of evaluation points (default: 1000)

Value

named vector of KLD values

Examples

n1 <- noise_nig(mu = 0, sigma = 1, nu = 1)
n2 <- noise_nig(mu = 0.5, sigma = 1.2, nu = 0.8)
compare_noise_kld(n1, method2 = n2)
#> Noise KLD Comparison
#> ===================
#> Reference: x 
#> 
#> KLD values (lower is closer to reference):
#>   method2: 0.057193 <- CLOSEST
#> 
#> Closest to reference: method2