cobsurv.models.distance_functions.distance_shannon_jensen

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

The symmetric version of KL divergence

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 symmetric version of KL divergence

Return type:

float