ml-distance/src/distances/kullbackLeibler.ts

Distance and similarity functions to compare vectors

import { NumberArray } from 'cheminfo-types';
/**
 *Returns the Jensen-Shannon distance between vectors a and b
 * @link [Kullback-Leibler algorithm](https://www.naun.org/main/NAUN/ijmmas/mmmas-49.pdf)
 * @param a - first vector
 * @param b - second vector
 *
 */
export default function kullbackLeibler(
  a: NumberArray,
  b: NumberArray,
): number {
  let ans = 0;
  for (let i = 0; i < a.length; i++) {
    ans += a[i] * Math.log(a[i] / b[i]);
  }
  return ans;
}