cobsurv.models.distance_functions.distance_kl

cobsurv.models.distance_functions.distance_kl(prob1, prob2, times=None)

KL divergence of second probability from first probability

Parameters:

• prob1 (1d array) – The first curve

• prob2 (1d array) – The second curve

• times (None) – times is not needed for this distance

Returns:

KL divergence – The KL divergence of the second probability from the first probability

Return type:

float