matlab如何计算散度,Kullback-Leibler散度计算程序

function KL = kldiv(varValue,pVect1,pVect2,varargin)

%KLDIV Kullback-Leibler or Jensen-Shannon divergence between two distributions.

%   KLDIV(X,P1,P2) returns the Kullback-Leibler divergence between two

%   distributions specified over the M variable values in vector X.  P1 is a

%   length-M vector of probabilities representing distribution 1, and P2 is a

%   length-M vector of probabilities representing distribution 2.  Thus, the

%   probability of value X(i) is P1(i) for distribution 1 and P2(i) for

%   distribution 2.  The Kullback-Leibler divergence is given by:

%

%       KL(P1(x),P2(x)) = sum[P1(x).log(P1(x)/P2(x))]

%

%   If X contains duplicate values, there will be an warning message, and these

%   values will be treated as distinct values.  (I.e., the actual values do

%   not enter into the computation, but the probabil